+172.1%
NXT vs RSG
+86.1%
+86.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +2.1% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -20.0% | +4.0% | -24.0% | -19.0% |
| 3M | -30.7% | +7.4% | -38.1% | -29.1% |
| 6M | -29.0% | +0.1% | -29.1% | -27.8% |
| YTD | -4.8% | +6.0% | -10.9% | -2.8% |
| 1Y | +22.8% | -3.0% | +25.8% | +25.1% |
| 3Y | +93.9% | +56.5% | +37.4% | +97.4% |
| All | +172.1% | +86.1% | +86.1% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling