+170.4%
NXT vs EXEL
+228.6%
-58.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.8% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -20.0% | +10.1% | -30.1% | -21.3% |
| 3M | -30.9% | +10.1% | -41.0% | -32.1% |
| 6M | -23.8% | +37.7% | -61.5% | -28.0% |
| YTD | -5.4% | +33.1% | -38.5% | -10.3% |
| 1Y | +28.0% | +52.4% | -24.3% | +19.1% |
| 3Y | +93.3% | +163.8% | -70.5% | +68.3% |
| All | +170.4% | +228.6% | -58.2% | +132.1% |
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