+167.1%
NXT vs TRU
+11.0%
+156.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.6% | -9.4% | +6.8% | -0.7% |
| 30D | -22.4% | -4.1% | -18.3% | -21.9% |
| 3M | -27.3% | +13.6% | -40.9% | -30.1% |
| 6M | -28.5% | +3.6% | -32.0% | -30.1% |
| YTD | -6.6% | -9.8% | +3.2% | -6.0% |
| 1Y | +20.4% | -13.6% | +34.0% | +22.4% |
| 3Y | +90.9% | -2.0% | +92.9% | +82.8% |
| All | +167.1% | +11.0% | +156.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling