+182.4%
NXT vs ES
+46.3%
+136.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +6.0% |
| 7D | +32.2% | +1.9% | +30.4% | +31.6% |
| 30D | +21.9% | +7.1% | +14.9% | +19.8% |
| 3M | +6.6% | -1.9% | +8.5% | +6.9% |
| 6M | -16.8% | +4.4% | -21.1% | -18.2% |
| YTD | +20.4% | +7.3% | +13.1% | +16.8% |
| 1Y | -1.5% | +2.1% | -3.7% | -3.6% |
| 3Y | +182.4% | +41.8% | +140.5% | +106.5% |
| All | +182.4% | +46.3% | +136.1% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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