+167.1%
NXT vs PHM
+113.0%
+54.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | -2.6% | -6.4% | +3.8% | +0.1% |
| 30D | -22.4% | -12.1% | -10.3% | -18.2% |
| 3M | -27.3% | -1.5% | -25.8% | -27.5% |
| 6M | -28.5% | -6.0% | -22.5% | -27.3% |
| YTD | -6.6% | -0.3% | -6.3% | -7.6% |
| 1Y | +20.4% | -13.3% | +33.7% | +25.7% |
| 3Y | +90.9% | +47.6% | +43.3% | +51.9% |
| All | +167.1% | +113.0% | +54.1% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PHM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling