+91.6%
NXT vs M
+117.7%
-26.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.4% |
| 7D | -1.1% | +4.7% | -5.8% | -2.4% |
| 30D | -15.3% | -9.6% | -5.7% | -12.8% |
| 3M | -43.8% | +0.9% | -44.6% | -44.1% |
| 6M | -18.7% | +22.3% | -40.9% | -24.1% |
| YTD | -3.0% | +6.5% | -9.5% | -6.1% |
| 1Y | +22.7% | +38.8% | -16.0% | +9.1% |
| All | +91.6% | +117.7% | -26.1% | +19.4% |
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