-7.1%
NXT vs ESI
+18.3%
-25.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.4% |
| 7D | +4.0% | -6.6% | +10.6% | +8.0% |
| 30D | +15.9% | -9.8% | +25.8% | +23.2% |
| 3M | -3.0% | -11.9% | +8.9% | +4.5% |
| 6M | -20.7% | -25.1% | +4.4% | -5.8% |
| YTD | +14.6% | +31.9% | -17.3% | -6.3% |
| 1Y | -7.1% | +19.2% | -26.3% | -18.8% |
| All | -7.1% | +18.3% | -25.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling