-3.0%
NXT vs REPL
+142.3%
-145.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.9% | -7.0% |
| 7D | -6.0% | +9.8% | -15.8% | -6.5% |
| 30D | +5.4% | +81.5% | -76.1% | +2.1% |
| 3M | -9.7% | +44.2% | -53.9% | -11.7% |
| 6M | -25.3% | +437.4% | -462.7% | -36.4% |
| YTD | +7.5% | +126.1% | -118.7% | -16.4% |
| 1Y | -3.0% | +143.1% | -146.2% | -27.2% |
| All | -3.0% | +142.3% | -145.3% | -27.2% |
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