+207.3%
NXT vs USFR
+18.5%
+188.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -6.0% | +0.1% | -6.1% | -5.6% |
| 30D | +5.4% | +0.4% | +5.1% | +8.6% |
| 3M | -9.7% | +1.0% | -10.7% | -2.5% |
| 6M | -25.3% | +2.0% | -27.4% | -15.1% |
| YTD | +7.5% | +3.4% | +4.0% | +26.6% |
| 1Y | -3.0% | +4.1% | -7.1% | +15.8% |
| 3Y | +171.4% | +14.4% | +157.0% | +330.2% |
| All | +207.3% | +18.5% | +188.8% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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