+212.0%
NXT vs RUN
-65.5%
+277.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | -9.4% | -13.5% | +4.1% | -5.2% |
| 30D | +15.1% | +18.3% | -3.2% | +8.4% |
| 3M | -9.1% | -12.5% | +3.4% | -6.0% |
| 6M | -30.3% | -40.3% | +10.0% | -19.2% |
| YTD | +9.1% | -53.1% | +62.2% | +30.3% |
| 1Y | +7.9% | -54.3% | +62.1% | +29.5% |
| 3Y | +176.5% | -6.5% | +183.0% | +115.4% |
| All | +212.0% | -65.5% | +277.5% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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