+180.5%
NXT vs EOSE
+216.2%
-35.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.7% | -0.1% |
| 7D | +2.9% | +41.4% | -38.6% | -1.5% |
| 30D | -17.2% | +3.6% | -20.9% | -18.0% |
| 3M | -32.0% | -35.7% | +3.7% | -29.3% |
| 6M | -15.8% | -29.9% | +14.1% | -14.7% |
| YTD | -1.9% | -62.5% | +60.6% | +4.9% |
| 1Y | +22.5% | -37.4% | +59.9% | +25.5% |
| 3Y | +100.5% | +55.8% | +44.7% | +72.6% |
| All | +180.5% | +216.2% | -35.6% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling