+180.5%
NXT vs M
+15.6%
+165.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.9% |
| 7D | +2.9% | +2.4% | +0.5% | +2.2% |
| 30D | -17.2% | -11.6% | -5.6% | -14.4% |
| 3M | -32.0% | +1.6% | -33.6% | -32.6% |
| 6M | -15.8% | +25.2% | -41.0% | -21.8% |
| YTD | -1.9% | +3.8% | -5.7% | -4.2% |
| 1Y | +22.5% | +36.3% | -13.9% | +10.1% |
| 3Y | +100.5% | +116.3% | -15.8% | +46.1% |
| All | +180.5% | +15.6% | +165.0% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling