+100.5%
NXT vs EXEL
+160.6%
-60.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | +2.9% | +1.4% | +1.5% | +2.6% |
| 30D | -17.2% | +6.7% | -23.9% | -18.3% |
| 3M | -32.0% | +11.5% | -43.5% | -33.4% |
| 6M | -15.8% | +38.8% | -54.6% | -20.7% |
| YTD | -1.9% | +31.6% | -33.5% | -7.0% |
| 1Y | +22.5% | +53.0% | -30.5% | +13.5% |
| 3Y | +100.5% | +160.8% | -60.3% | +72.3% |
| All | +100.5% | +160.6% | -60.1% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling