+177.4%
NXT vs REPL
-46.4%
+223.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.2% |
| 7D | -1.1% | -3.0% | +1.9% | -1.1% |
| 30D | -15.3% | +27.1% | -42.5% | -15.8% |
| 3M | -43.8% | +52.4% | -96.2% | -44.4% |
| 6M | -18.7% | +107.4% | -126.1% | -22.4% |
| YTD | -3.0% | +54.7% | -57.7% | -7.6% |
| 1Y | +22.7% | +158.9% | -136.1% | +17.3% |
| 3Y | +95.9% | -23.7% | +119.7% | +88.0% |
| All | +177.4% | -46.4% | +223.8% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling