+230.2%
NXT vs EXEL
+298.3%
-68.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -5.7% | -2.8% | -2.9% | -5.2% |
| 30D | +18.5% | +18.2% | +0.3% | +15.5% |
| 3M | -4.1% | +37.7% | -41.8% | -9.1% |
| 6M | -20.3% | +42.2% | -62.6% | -25.0% |
| YTD | +15.5% | +61.3% | -45.8% | +6.2% |
| 1Y | -5.0% | +64.5% | -69.4% | -12.8% |
| 3Y | +191.6% | +236.7% | -45.0% | +145.1% |
| All | +230.2% | +298.3% | -68.1% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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