+177.4%
NXT vs USFR
+17.5%
+159.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | -1.1% | +0.1% | -1.2% | -0.7% |
| 30D | -15.3% | +0.3% | -15.6% | -13.5% |
| 3M | -43.8% | +1.0% | -44.8% | -40.2% |
| 6M | -18.7% | +1.9% | -20.6% | -11.1% |
| YTD | -3.0% | +2.6% | -5.6% | +7.6% |
| 1Y | +22.7% | +4.0% | +18.7% | +40.4% |
| 3Y | +95.9% | +14.1% | +81.8% | +193.4% |
| All | +177.4% | +17.5% | +159.9% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling