+230.2%
NXT vs IT
-44.9%
+275.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.8% |
| 7D | -5.7% | -6.8% | +1.1% | -5.8% |
| 30D | +18.5% | -0.6% | +19.1% | +18.3% |
| 3M | -4.1% | +3.1% | -7.2% | -4.4% |
| 6M | -20.3% | +25.5% | -45.8% | -20.3% |
| YTD | +15.5% | -23.5% | +39.0% | +25.2% |
| 1Y | -5.0% | -16.6% | +11.7% | +0.7% |
| 3Y | +191.6% | -53.1% | +244.8% | +251.6% |
| All | +230.2% | -44.9% | +275.1% | +262.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling