+170.4%
NXT vs Z
-28.7%
+199.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -0.2% | -7.1% | +6.8% | +1.2% |
| 30D | -20.0% | -4.8% | -15.2% | -19.4% |
| 3M | -30.9% | -9.3% | -21.6% | -30.0% |
| 6M | -23.8% | -29.0% | +5.1% | -18.7% |
| YTD | -5.4% | -52.9% | +47.4% | +11.2% |
| 1Y | +28.0% | -63.1% | +91.2% | +60.3% |
| 3Y | +93.3% | -36.9% | +130.2% | +93.3% |
| All | +170.4% | -28.7% | +199.2% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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