+172.1%
NXT vs ETR
+126.3%
+45.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -1.9% | -1.8% | -0.1% | -1.0% |
| 30D | -20.0% | -1.8% | -18.3% | -19.4% |
| 3M | -30.7% | -3.6% | -27.2% | -29.7% |
| 6M | -29.0% | +2.6% | -31.6% | -30.5% |
| YTD | -4.8% | +16.0% | -20.9% | -12.8% |
| 1Y | +22.8% | +20.1% | +2.7% | +10.9% |
| 3Y | +93.9% | +143.6% | -49.6% | +33.4% |
| All | +172.1% | +126.3% | +45.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling