+207.3%
NXT vs ETR
+140.5%
+66.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -6.0% | +1.5% | -7.5% | -6.7% |
| 30D | +5.4% | +6.6% | -1.2% | +2.2% |
| 3M | -9.7% | +4.4% | -14.1% | -11.5% |
| 6M | -25.3% | -0.3% | -25.1% | -25.6% |
| YTD | +7.5% | +23.3% | -15.9% | -4.4% |
| 1Y | -3.0% | +18.9% | -21.9% | -11.9% |
| 3Y | +171.4% | +155.5% | +15.9% | +80.6% |
| All | +207.3% | +140.5% | +66.8% | +106.5% |
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