+170.4%
NXT vs RVTY
-11.6%
+182.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.8% |
| 7D | -0.2% | -5.4% | +5.2% | +1.6% |
| 30D | -20.0% | +6.7% | -26.7% | -21.8% |
| 3M | -30.9% | +19.0% | -50.0% | -35.3% |
| 6M | -23.8% | +34.6% | -58.5% | -32.0% |
| YTD | -5.4% | +28.3% | -33.7% | -15.0% |
| 1Y | +28.0% | +46.0% | -18.0% | +9.6% |
| 3Y | +93.3% | +16.9% | +76.4% | +71.2% |
| All | +170.4% | -11.6% | +182.0% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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