+244.4%
NXT vs ES
+4.2%
+240.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +6.1% |
| 7D | +32.2% | +1.9% | +30.4% | +31.6% |
| 30D | +21.9% | +7.1% | +14.9% | +19.6% |
| 3M | +6.6% | -1.9% | +8.5% | +7.0% |
| 6M | -16.8% | +4.4% | -21.1% | -18.3% |
| YTD | +20.4% | +7.3% | +13.1% | +16.6% |
| 1Y | -1.5% | +2.1% | -3.7% | -3.7% |
| 3Y | +182.4% | +41.8% | +140.5% | +130.0% |
| All | +244.4% | +4.2% | +240.2% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling