+6.9%
NXT vs PL
-0.6%
+7.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -6.4% | +17.5% | +12.6% |
| 7D | +30.0% | -11.7% | +41.7% | +33.4% |
| 30D | +28.6% | -27.1% | +55.7% | +38.1% |
| 3M | +8.4% | -44.6% | +53.0% | +23.7% |
| 6M | -8.7% | -67.2% | +58.4% | +15.6% |
| YTD | +22.5% | -35.9% | +58.3% | +31.7% |
| 1Y | +6.9% | -0.4% | +7.3% | -0.9% |
| All | +6.9% | -0.6% | +7.5% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling