+177.4%
NXT vs FIVE
+26.0%
+151.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | -0.1% |
| 7D | -1.1% | +4.3% | -5.4% | -2.2% |
| 30D | -15.3% | +12.5% | -27.8% | -18.2% |
| 3M | -43.8% | +31.2% | -75.0% | -47.9% |
| 6M | -18.7% | +14.4% | -33.0% | -22.5% |
| YTD | -3.0% | +33.9% | -36.9% | -11.5% |
| 1Y | +22.7% | +65.1% | -42.3% | +5.7% |
| 3Y | +95.9% | +49.0% | +47.0% | +65.5% |
| All | +177.4% | +26.0% | +151.4% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling