-2.4%
NXT vs REPL
+163.1%
-165.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | +15.1% | +14.2% | +0.9% | +14.3% |
| 30D | +21.8% | +65.9% | -44.1% | +18.5% |
| 3M | +1.6% | +84.6% | -83.0% | -1.9% |
| 6M | -16.7% | +446.9% | -463.6% | -29.1% |
| YTD | +20.4% | +129.0% | -108.6% | -6.4% |
| All | -2.4% | +163.1% | -165.5% | -30.2% |
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