+212.0%
NXT vs RMBS
+85.2%
+126.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +2.5% |
| 7D | -9.4% | +10.3% | -19.7% | -12.3% |
| 30D | +15.1% | -10.7% | +25.8% | +18.0% |
| 3M | -9.1% | -17.2% | +8.1% | -5.0% |
| 6M | -30.3% | -39.0% | +8.7% | -20.9% |
| YTD | +9.1% | -10.5% | +19.6% | +7.9% |
| 1Y | +7.9% | -11.0% | +18.9% | +6.7% |
| 3Y | +176.5% | +31.3% | +145.2% | +133.1% |
| All | +212.0% | +85.2% | +126.8% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling