+177.4%
NXT vs ETR
+130.4%
+47.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.8% |
| 30D | -15.3% | +1.0% | -16.3% | -15.7% |
| 3M | -43.8% | -1.3% | -42.5% | -43.7% |
| 6M | -18.7% | +1.9% | -20.5% | -20.1% |
| YTD | -3.0% | +18.2% | -21.2% | -11.9% |
| 1Y | +22.7% | +24.7% | -1.9% | +8.8% |
| 3Y | +95.9% | +150.7% | -54.8% | +33.5% |
| All | +177.4% | +130.4% | +47.0% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling