+244.4%
NXT vs PL
+167.0%
+77.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.4% | -5.0% | +3.3% |
| 7D | +32.2% | -6.8% | +39.1% | +33.7% |
| 30D | +21.9% | -29.3% | +51.2% | +29.8% |
| 3M | +6.6% | -44.8% | +51.3% | +18.7% |
| 6M | -16.8% | -68.4% | +51.6% | +1.7% |
| YTD | +20.4% | -36.4% | +56.8% | +27.1% |
| 1Y | -1.5% | +0.7% | -2.3% | -5.2% |
| 3Y | +182.4% | +455.3% | -272.9% | +70.6% |
| All | +244.4% | +167.0% | +77.4% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling