+22.5%
NXT vs REPL
+136.7%
-114.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | +2.9% | -5.7% | +8.6% | +3.1% |
| 30D | -17.2% | +22.5% | -39.7% | -18.0% |
| 3M | -32.0% | +64.7% | -96.7% | -33.9% |
| 6M | -15.8% | +83.0% | -98.8% | -24.3% |
| YTD | -1.9% | +52.0% | -53.9% | -11.9% |
| 1Y | +22.5% | +144.5% | -122.0% | +8.5% |
| All | +22.5% | +136.7% | -114.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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