+177.4%
NXT vs EME
+412.6%
-235.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.2% |
| 7D | -1.1% | +1.9% | -3.0% | -2.1% |
| 30D | -15.3% | -8.3% | -7.1% | -11.1% |
| 3M | -43.8% | -10.7% | -33.0% | -40.0% |
| 6M | -18.7% | +1.9% | -20.6% | -18.8% |
| YTD | -3.0% | +23.5% | -26.5% | -11.8% |
| 1Y | +22.7% | +18.0% | +4.8% | +13.6% |
| 3Y | +95.9% | +236.1% | -140.2% | +3.8% |
| All | +177.4% | +412.6% | -235.2% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling