+180.5%
NXT vs ET
+120.7%
+59.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +0.4% | +2.4% | +2.6% |
| 30D | -17.2% | +6.9% | -24.1% | -20.2% |
| 3M | -32.0% | +13.1% | -45.1% | -36.9% |
| 6M | -15.8% | +18.7% | -34.5% | -24.5% |
| YTD | -1.9% | +37.4% | -39.4% | -19.9% |
| 1Y | +22.5% | +34.8% | -12.3% | +1.2% |
| 3Y | +100.5% | +96.8% | +3.7% | +21.7% |
| All | +180.5% | +120.7% | +59.8% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling