+172.1%
NXT vs EOSE
+190.4%
-18.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -1.9% | +1.8% | -3.7% | -2.2% |
| 30D | -20.0% | -6.8% | -13.2% | -19.7% |
| 3M | -30.7% | -36.3% | +5.6% | -27.9% |
| 6M | -29.0% | -38.8% | +9.8% | -26.9% |
| YTD | -4.8% | -65.5% | +60.7% | +2.8% |
| 1Y | +22.8% | -45.3% | +68.1% | +27.6% |
| 3Y | +93.9% | +44.2% | +49.8% | +68.6% |
| All | +172.1% | +190.4% | -18.3% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling