+176.5%
NXT vs FIVE
+40.0%
+136.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -9.4% | +2.7% | -12.1% | -10.1% |
| 30D | +15.1% | +12.7% | +2.4% | +11.6% |
| 3M | -9.1% | +2.1% | -11.2% | -9.9% |
| 6M | -30.3% | +17.5% | -47.8% | -34.0% |
| YTD | +9.1% | +31.0% | -21.9% | +0.1% |
| 1Y | +7.9% | +67.7% | -59.9% | -7.4% |
| 3Y | +176.5% | +43.4% | +133.1% | +112.5% |
| All | +176.5% | +40.0% | +136.5% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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