+177.4%
NXT vs IT
-46.7%
+224.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.2% |
| 7D | -1.1% | -6.0% | +4.9% | -1.1% |
| 30D | -15.3% | 0.0% | -15.3% | -15.4% |
| 3M | -43.8% | +13.1% | -56.9% | -43.3% |
| 6M | -18.7% | +11.7% | -30.4% | -17.7% |
| YTD | -3.0% | -26.1% | +23.1% | +5.4% |
| 1Y | +22.7% | -21.3% | +44.0% | +30.4% |
| 3Y | +95.9% | -46.7% | +142.7% | +121.2% |
| All | +177.4% | -46.7% | +224.2% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling