+177.4%
NXT vs EXEL
+232.5%
-55.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.1% | +8.4% | -9.5% | -2.4% |
| 30D | -15.3% | +4.1% | -19.4% | -16.0% |
| 3M | -43.8% | +12.4% | -56.2% | -45.0% |
| 6M | -18.7% | +41.5% | -60.2% | -23.5% |
| YTD | -3.0% | +34.6% | -37.6% | -8.2% |
| 1Y | +22.7% | +57.9% | -35.1% | +13.6% |
| 3Y | +95.9% | +159.5% | -63.6% | +70.6% |
| All | +177.4% | +232.5% | -55.0% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling