+212.0%
NXT vs TRU
+17.1%
+194.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -9.4% | 0.0% | -9.4% | -9.4% |
| 30D | +15.1% | +21.3% | -6.2% | +10.4% |
| 3M | -9.1% | +0.2% | -9.3% | -9.6% |
| 6M | -30.3% | +22.4% | -52.7% | -34.3% |
| YTD | +9.1% | -4.8% | +13.9% | +8.3% |
| 1Y | +7.9% | -0.2% | +8.1% | +5.4% |
| 3Y | +176.5% | +57.9% | +118.6% | +117.6% |
| All | +212.0% | +17.1% | +194.8% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling