+170.4%
NXT vs IT
-51.5%
+221.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.6% |
| 7D | -0.2% | -9.1% | +8.9% | -0.2% |
| 30D | -20.0% | -12.2% | -7.8% | -19.9% |
| 3M | -30.9% | +7.8% | -38.7% | -30.4% |
| 6M | -23.8% | +2.0% | -25.8% | -22.9% |
| YTD | -5.4% | -32.7% | +27.3% | +2.8% |
| 1Y | +28.0% | -31.1% | +59.1% | +37.6% |
| 3Y | +93.3% | -52.1% | +145.4% | +120.1% |
| All | +170.4% | -51.5% | +221.9% | +197.7% |
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