+100.5%
NXT vs RUN
-35.6%
+136.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -0.1% |
| 7D | +2.9% | +10.2% | -7.3% | -0.4% |
| 30D | -17.2% | -9.6% | -7.6% | -14.7% |
| 3M | -32.0% | -31.5% | -0.5% | -24.0% |
| 6M | -15.8% | -18.7% | +2.9% | -10.2% |
| YTD | -1.9% | -49.9% | +48.0% | +15.9% |
| 1Y | +22.5% | -45.5% | +68.0% | +40.1% |
| 3Y | +100.5% | -34.1% | +134.6% | +72.9% |
| All | +100.5% | -35.6% | +136.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling