-3.0%
NXT vs PL
+10.1%
-13.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.9% | -6.2% |
| 7D | -6.0% | +22.3% | -28.3% | -10.4% |
| 30D | +5.4% | -8.3% | +13.8% | +7.0% |
| 3M | -9.7% | -43.3% | +33.6% | +1.7% |
| 6M | -25.3% | -65.8% | +40.5% | -7.8% |
| YTD | +7.5% | -29.5% | +37.0% | +14.2% |
| 1Y | -3.0% | +11.7% | -14.7% | -8.4% |
| All | -3.0% | +10.1% | -13.1% | -8.4% |
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