+176.5%
NXT vs EME
+216.1%
-39.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -9.4% | +8.4% | -17.8% | -13.5% |
| 30D | +15.1% | -11.5% | +26.6% | +22.0% |
| 3M | -9.1% | -20.6% | +11.5% | +2.7% |
| 6M | -30.3% | -28.5% | -1.8% | -16.5% |
| YTD | +9.1% | +8.0% | +1.1% | +5.9% |
| 1Y | +7.9% | +6.8% | +1.1% | +5.5% |
| 3Y | +176.5% | +213.9% | -37.4% | +41.0% |
| All | +176.5% | +216.1% | -39.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling