+7.9%
NXT vs RUN
-55.1%
+63.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | -9.4% | -13.5% | +4.1% | -4.1% |
| 30D | +15.1% | +18.3% | -3.2% | +6.5% |
| 3M | -9.1% | -12.5% | +3.4% | -5.5% |
| 6M | -30.3% | -40.3% | +10.0% | -16.4% |
| YTD | +9.1% | -53.1% | +62.2% | +28.4% |
| 1Y | +7.9% | -54.3% | +62.1% | +28.1% |
| All | +7.9% | -55.1% | +63.0% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling