+167.1%
NXT vs RMBS
+92.2%
+74.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | -2.6% | +1.2% | -3.8% | -2.9% |
| 30D | -22.4% | -11.5% | -11.0% | -19.6% |
| 3M | -27.3% | -38.2% | +10.9% | -16.4% |
| 6M | -28.5% | -4.8% | -23.7% | -28.7% |
| YTD | -6.6% | -7.1% | +0.5% | -7.5% |
| 1Y | +20.4% | +10.7% | +9.7% | +13.9% |
| 3Y | +90.9% | +54.5% | +36.4% | +57.6% |
| All | +167.1% | +92.2% | +74.8% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling