+168.0%
NXT vs PL
+403.1%
-235.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -10.1% | +3.4% | -4.8% |
| 7D | +24.7% | -20.5% | +45.3% | +29.8% |
| 30D | +13.0% | -38.8% | +51.8% | +23.2% |
| 3M | -0.2% | -49.1% | +48.9% | +12.2% |
| 6M | -19.3% | -69.4% | +50.1% | -1.5% |
| YTD | +14.3% | -42.3% | +56.7% | +23.2% |
| 1Y | -11.0% | -14.2% | +3.2% | -10.8% |
| All | +168.0% | +403.1% | -235.0% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling