+167.1%
NXT vs RUN
-65.5%
+232.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | -2.6% | -3.4% | +0.8% | -1.5% |
| 30D | -22.4% | -14.0% | -8.5% | -18.8% |
| 3M | -27.3% | -27.5% | +0.1% | -20.4% |
| 6M | -28.5% | -29.0% | +0.5% | -20.7% |
| YTD | -6.6% | -53.1% | +46.5% | +12.3% |
| 1Y | +20.4% | -46.7% | +67.1% | +38.4% |
| 3Y | +90.9% | -38.3% | +129.2% | +66.4% |
| All | +167.1% | -65.5% | +232.6% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling