-3.0%
NXT vs ETR
+18.4%
-21.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.5% |
| 3M | -9.7% | +4.4% | -14.1% | -11.7% |
| 6M | -25.3% | -0.3% | -25.1% | -26.2% |
| YTD | +7.5% | +23.3% | -15.9% | -11.6% |
| 1Y | -3.0% | +18.9% | -21.9% | -16.2% |
| All | -3.0% | +18.4% | -21.4% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling