+177.4%
NXT vs M
+18.7%
+158.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.5% |
| 7D | -1.1% | +4.7% | -5.8% | -2.4% |
| 30D | -15.3% | -9.6% | -5.7% | -12.9% |
| 3M | -43.8% | +0.9% | -44.6% | -44.1% |
| 6M | -18.7% | +22.3% | -40.9% | -23.9% |
| YTD | -3.0% | +6.5% | -9.5% | -5.9% |
| 1Y | +22.7% | +38.8% | -16.0% | +9.8% |
| 3Y | +95.9% | +115.9% | -20.0% | +42.6% |
| All | +177.4% | +18.7% | +158.7% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling