+177.4%
NXT vs JAAA
+23.9%
+153.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +0.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.9% |
| 30D | -15.3% | +0.5% | -15.9% | -17.3% |
| 3M | -43.8% | +1.3% | -45.1% | -46.9% |
| 6M | -18.7% | +2.7% | -21.3% | -27.5% |
| YTD | -3.0% | +3.2% | -6.2% | -15.1% |
| 1Y | +22.7% | +4.9% | +17.8% | +0.7% |
| 3Y | +95.9% | +19.0% | +76.9% | +5.2% |
| All | +177.4% | +23.9% | +153.5% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling