+90.3%
NXT vs ET
+97.8%
-7.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.4% |
| 7D | -2.6% | +1.4% | -3.9% | -3.2% |
| 30D | -22.4% | +4.6% | -27.0% | -24.3% |
| 3M | -27.3% | +16.0% | -43.4% | -33.6% |
| 6M | -28.5% | +22.8% | -51.3% | -37.2% |
| YTD | -6.6% | +38.9% | -45.5% | -24.4% |
| 1Y | +20.4% | +34.1% | -13.7% | -0.4% |
| All | +90.3% | +97.8% | -7.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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