+207.3%
NXT vs ES
+6.1%
+201.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.2% |
| 7D | -6.0% | -1.1% | -4.9% | -5.8% |
| 30D | +5.4% | +8.2% | -2.8% | +3.2% |
| 3M | -9.7% | +0.6% | -10.3% | -10.0% |
| 6M | -25.3% | +6.0% | -31.3% | -27.0% |
| YTD | +7.5% | +9.3% | -1.9% | +3.6% |
| 1Y | -3.0% | +1.1% | -4.1% | -4.6% |
| 3Y | +171.4% | +51.9% | +119.5% | +115.7% |
| All | +207.3% | +6.1% | +201.1% | +171.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling