+180.5%
NXT vs MKTX
-51.8%
+232.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +2.9% | +0.4% | +2.5% | +2.9% |
| 30D | -17.2% | +1.0% | -18.2% | -17.2% |
| 3M | -32.0% | +41.3% | -73.3% | -31.5% |
| 6M | -15.8% | -11.3% | -4.4% | -15.9% |
| YTD | -1.9% | -8.6% | +6.7% | -2.1% |
| 1Y | +22.5% | -11.1% | +33.5% | +22.4% |
| 3Y | +100.5% | -24.5% | +125.0% | +100.7% |
| All | +180.5% | -51.8% | +232.4% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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