+176.5%
NXT vs REPL
+97.7%
+78.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -9.4% | +1.2% | -10.7% | -9.5% |
| 30D | +15.1% | +92.2% | -77.1% | +13.6% |
| 3M | -9.1% | +44.1% | -53.2% | -9.9% |
| 6M | -30.3% | +313.0% | -343.3% | -33.4% |
| YTD | +9.1% | +125.2% | -116.1% | +2.8% |
| 1Y | +7.9% | +143.8% | -135.9% | +1.7% |
| 3Y | +176.5% | +104.2% | +72.3% | +154.1% |
| All | +176.5% | +97.7% | +78.7% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling