+92.7%
NXT vs TRU
-2.1%
+94.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | -0.2% | -6.5% | +6.3% | +0.8% |
| 30D | -20.0% | -2.5% | -17.5% | -19.7% |
| 3M | -30.9% | +10.4% | -41.3% | -32.7% |
| 6M | -23.8% | +1.6% | -25.5% | -24.9% |
| YTD | -5.4% | -9.7% | +4.3% | -4.7% |
| 1Y | +28.0% | -17.3% | +45.3% | +32.0% |
| All | +92.7% | -2.1% | +94.8% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling