+177.4%
NXT vs S
+24.0%
+153.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.1% | -7.7% | +6.6% | -0.2% |
| 30D | -15.3% | -5.3% | -10.0% | -14.9% |
| 3M | -43.8% | +20.3% | -64.1% | -45.2% |
| 6M | -18.7% | +47.4% | -66.0% | -23.8% |
| YTD | -3.0% | +32.5% | -35.5% | -8.0% |
| 1Y | +22.7% | +9.5% | +13.2% | +20.1% |
| 3Y | +95.9% | +15.5% | +80.4% | +86.2% |
| All | +177.4% | +24.0% | +153.4% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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