+6.9%
NXT vs IT
-17.9%
+24.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.5% | +9.7% | +11.4% |
| 7D | +30.0% | -5.5% | +35.5% | +28.7% |
| 30D | +28.6% | +10.3% | +18.3% | +31.7% |
| 3M | +8.4% | +11.5% | -3.1% | +11.6% |
| 6M | -8.7% | +40.3% | -49.0% | +2.7% |
| YTD | +22.5% | -17.9% | +40.4% | +39.3% |
| 1Y | +6.9% | -8.8% | +15.7% | +8.6% |
| All | +6.9% | -17.9% | +24.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling