+100.5%
NXT vs USFR
+14.0%
+86.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.5% |
| 7D | +2.9% | +0.1% | +2.8% | +3.4% |
| 30D | -17.2% | +0.3% | -17.6% | -15.0% |
| 3M | -32.0% | +1.0% | -33.0% | -27.0% |
| 6M | -15.8% | +1.9% | -17.7% | -6.7% |
| YTD | -1.9% | +2.7% | -4.6% | +10.5% |
| 1Y | +22.5% | +4.0% | +18.5% | +42.6% |
| 3Y | +100.5% | +14.0% | +86.5% | +223.5% |
| All | +100.5% | +14.0% | +86.5% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling