+230.2%
NXT vs PL
+205.1%
+25.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -5.7% | +13.4% | -19.1% | -8.2% |
| 30D | +18.5% | -10.2% | +28.7% | +20.3% |
| 3M | -4.1% | -39.5% | +35.4% | +4.7% |
| 6M | -20.3% | -65.7% | +45.4% | -4.3% |
| YTD | +15.5% | -27.3% | +42.8% | +18.5% |
| 1Y | -5.0% | +15.0% | -19.9% | -10.9% |
| 3Y | +191.6% | +560.8% | -369.2% | +69.4% |
| All | +230.2% | +205.1% | +25.1% | +126.9% |
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 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