+91.6%
NXT vs ES
+29.7%
+61.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -15.3% | -2.0% | -13.4% | -14.9% |
| 3M | -43.8% | +1.7% | -45.5% | -44.3% |
| 6M | -18.7% | -3.5% | -15.1% | -18.3% |
| YTD | -3.0% | +7.9% | -10.9% | -6.3% |
| 1Y | +22.7% | +17.2% | +5.6% | +13.4% |
| All | +91.6% | +29.7% | +61.9% | +46.7% |
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