+182.4%
NXT vs M
+100.8%
+81.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +9.9% | +6.7% |
| 7D | +32.2% | -4.3% | +36.5% | +34.0% |
| 30D | +21.9% | +1.3% | +20.7% | +21.4% |
| 3M | +6.6% | -7.4% | +13.9% | +8.6% |
| 6M | -16.8% | +18.3% | -35.1% | -21.5% |
| YTD | +20.4% | +7.6% | +12.9% | +16.2% |
| 1Y | -1.5% | +17.4% | -18.9% | -7.7% |
| 3Y | +182.4% | +108.4% | +74.0% | +91.7% |
| All | +182.4% | +100.8% | +81.6% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling