+180.5%
NXT vs RGEN
-12.4%
+193.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.0% |
| 7D | +2.9% | -0.9% | +3.7% | +3.0% |
| 30D | -17.2% | +2.8% | -20.1% | -17.8% |
| 3M | -32.0% | +34.5% | -66.5% | -36.8% |
| 6M | -15.8% | +40.5% | -56.2% | -23.2% |
| YTD | -1.9% | +2.8% | -4.8% | -3.4% |
| 1Y | +22.5% | +39.6% | -17.1% | +11.4% |
| 3Y | +100.5% | +4.4% | +96.1% | +89.6% |
| All | +180.5% | -12.4% | +193.0% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling