+180.5%
NXT vs TROW
+6.7%
+173.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.3% |
| 7D | +2.9% | +0.4% | +2.5% | +2.6% |
| 30D | -17.2% | -4.0% | -13.2% | -15.1% |
| 3M | -32.0% | +5.0% | -37.0% | -33.9% |
| 6M | -15.8% | +24.3% | -40.1% | -25.6% |
| YTD | -1.9% | +9.8% | -11.7% | -7.5% |
| 1Y | +22.5% | +6.4% | +16.0% | +17.7% |
| 3Y | +100.5% | +15.8% | +84.7% | +74.1% |
| All | +180.5% | +6.7% | +173.8% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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