+170.4%
NXT vs RMBS
+97.4%
+73.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | -0.2% | +3.5% | -3.7% | -1.3% |
| 30D | -20.0% | -8.6% | -11.4% | -17.8% |
| 3M | -30.9% | -40.3% | +9.4% | -19.8% |
| 6M | -23.8% | -1.0% | -22.8% | -24.9% |
| YTD | -5.4% | -4.6% | -0.8% | -7.1% |
| 1Y | +28.0% | +17.6% | +10.5% | +19.2% |
| 3Y | +93.3% | +58.6% | +34.7% | +58.3% |
| All | +170.4% | +97.4% | +73.0% | +121.4% |
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 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