+176.5%
NXT vs JAAA
+18.5%
+158.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.3% |
| 7D | -9.4% | +0.1% | -9.5% | -9.9% |
| 30D | +15.1% | +0.4% | +14.7% | +12.6% |
| 3M | -9.1% | +1.2% | -10.3% | -14.5% |
| 6M | -30.3% | +2.3% | -32.6% | -38.0% |
| YTD | +9.1% | +4.0% | +5.1% | -10.1% |
| 1Y | +7.9% | +4.8% | +3.1% | -14.2% |
| 3Y | +176.5% | +18.4% | +158.1% | +22.7% |
| All | +176.5% | +18.5% | +158.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling