+180.5%
NXT vs ITOT
+89.8%
+90.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.9% |
| 7D | +2.9% | +0.7% | +2.2% | +1.9% |
| 30D | -17.2% | -1.1% | -16.1% | -15.8% |
| 3M | -32.0% | +3.9% | -35.9% | -34.8% |
| 6M | -15.8% | +14.7% | -30.5% | -28.1% |
| YTD | -1.9% | +13.3% | -15.2% | -14.7% |
| 1Y | +22.5% | +19.1% | +3.3% | +1.3% |
| 3Y | +100.5% | +77.3% | +23.2% | -8.8% |
| All | +180.5% | +89.8% | +90.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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