+177.4%
NXT vs ESI
+80.9%
+96.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | -0.7% |
| 7D | -1.1% | +3.3% | -4.4% | -3.3% |
| 30D | -15.3% | -5.9% | -9.5% | -12.1% |
| 3M | -43.8% | -14.1% | -29.7% | -38.2% |
| 6M | -18.7% | +6.6% | -25.2% | -22.3% |
| YTD | -3.0% | +45.0% | -48.0% | -24.2% |
| 1Y | +22.7% | +41.5% | -18.7% | -2.8% |
| 3Y | +95.9% | +78.8% | +17.2% | +23.7% |
| All | +177.4% | +80.9% | +96.5% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling