+172.1%
NXT vs IT
-48.7%
+220.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +1.8% |
| 7D | -1.9% | -3.7% | +1.8% | -1.9% |
| 30D | -20.0% | +0.1% | -20.1% | -20.1% |
| 3M | -30.7% | +20.7% | -51.4% | -30.5% |
| 6M | -29.0% | +12.0% | -40.9% | -28.6% |
| YTD | -4.8% | -28.8% | +24.0% | +3.4% |
| 1Y | +22.8% | -25.5% | +48.3% | +31.4% |
| 3Y | +93.9% | -48.8% | +142.7% | +119.2% |
| All | +172.1% | -48.7% | +220.8% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling