-3.0%
NXT vs IT
-17.7%
+14.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -7.2% |
| 7D | -6.0% | -3.7% | -2.4% | -6.8% |
| 30D | +5.4% | -3.1% | +8.5% | +5.1% |
| 3M | -9.7% | +6.3% | -16.1% | -7.6% |
| 6M | -25.3% | +24.8% | -50.1% | -17.1% |
| YTD | +7.5% | -24.4% | +31.8% | +10.3% |
| 1Y | -3.0% | -17.1% | +14.1% | -6.1% |
| All | -3.0% | -17.7% | +14.6% | -6.1% |
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