+180.5%
NXT vs NTR
+14.4%
+166.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | +2.9% | +3.8% | -1.0% | +1.5% |
| 30D | -17.2% | +25.2% | -42.5% | -23.6% |
| 3M | -32.0% | +21.0% | -53.0% | -36.8% |
| 6M | -15.8% | +7.6% | -23.4% | -18.8% |
| YTD | -1.9% | +32.9% | -34.8% | -13.9% |
| 1Y | +22.5% | +43.1% | -20.6% | +3.6% |
| 3Y | +100.5% | +41.6% | +58.9% | +62.6% |
| All | +180.5% | +14.4% | +166.1% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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