+180.5%
NXT vs P
+227.2%
-46.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | +2.9% | +7.8% | -5.0% | +0.8% |
| 30D | -17.2% | +12.3% | -29.6% | -20.3% |
| 3M | -32.0% | +37.1% | -69.1% | -37.9% |
| 6M | -15.8% | +66.1% | -81.8% | -26.8% |
| YTD | -1.9% | +50.9% | -52.8% | -13.1% |
| 1Y | +22.5% | +27.2% | -4.7% | +11.0% |
| 3Y | +100.5% | +158.7% | -58.1% | +46.8% |
| All | +180.5% | +227.2% | -46.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling