+177.4%
NXT vs RVTY
-7.1%
+184.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | -15.3% | +13.2% | -28.6% | -18.8% |
| 3M | -43.8% | +27.2% | -71.0% | -48.5% |
| 6M | -18.7% | +32.4% | -51.1% | -26.9% |
| YTD | -3.0% | +34.9% | -37.9% | -14.2% |
| 1Y | +22.7% | +52.4% | -29.6% | +3.7% |
| 3Y | +95.9% | +12.3% | +83.6% | +74.2% |
| All | +177.4% | -7.1% | +184.5% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling