+167.1%
NXT vs RSG
+84.7%
+82.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.4% |
| 7D | -2.6% | -1.8% | -0.8% | -3.1% |
| 30D | -22.4% | +2.8% | -25.2% | -21.7% |
| 3M | -27.3% | +4.3% | -31.6% | -26.1% |
| 6M | -28.5% | -0.5% | -27.9% | -27.4% |
| YTD | -6.6% | +5.2% | -11.8% | -4.9% |
| 1Y | +20.4% | -2.1% | +22.5% | +22.3% |
| 3Y | +90.9% | +56.5% | +34.4% | +94.0% |
| All | +167.1% | +84.7% | +82.4% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling