+167.1%
NXT vs INDA
+19.5%
+147.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | +0.1% |
| 7D | -2.6% | -3.6% | +1.1% | +1.6% |
| 30D | -22.4% | -4.0% | -18.5% | -18.9% |
| 3M | -27.3% | +1.7% | -29.0% | -28.5% |
| 6M | -28.5% | -3.6% | -24.8% | -25.2% |
| YTD | -6.6% | -11.0% | +4.4% | +6.2% |
| 1Y | +20.4% | -9.5% | +29.9% | +34.7% |
| 3Y | +90.9% | +7.6% | +83.3% | +76.4% |
| All | +167.1% | +19.5% | +147.6% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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