+177.4%
NXT vs RUN
-64.4%
+241.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.1% | +1.3% | -2.4% | -1.6% |
| 30D | -15.3% | -15.3% | -0.1% | -11.2% |
| 3M | -43.8% | -40.0% | -3.8% | -34.6% |
| 6M | -18.7% | -27.0% | +8.3% | -10.6% |
| YTD | -3.0% | -51.7% | +48.7% | +15.6% |
| 1Y | +22.7% | -45.9% | +68.6% | +40.2% |
| 3Y | +95.9% | -43.8% | +139.7% | +74.2% |
| All | +177.4% | -64.4% | +241.9% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling