-1.5%
NXT vs PL
-3.5%
+2.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.4% | -5.0% | +2.9% |
| 7D | +32.2% | -6.8% | +39.1% | +33.9% |
| 30D | +21.9% | -29.3% | +51.2% | +31.4% |
| 3M | +6.6% | -44.8% | +51.3% | +21.1% |
| 6M | -16.8% | -68.4% | +51.6% | +5.1% |
| YTD | +20.4% | -36.4% | +56.8% | +30.7% |
| 1Y | -1.5% | +0.7% | -2.3% | -7.3% |
| All | -1.5% | -3.5% | +2.0% | -7.3% |
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 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