-5.0%
NXT vs Z
-59.6%
+54.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -5.7% | -13.1% | +7.3% | -4.6% |
| 30D | +18.5% | +5.9% | +12.7% | +18.8% |
| 3M | -4.1% | -13.7% | +9.6% | -3.5% |
| 6M | -20.3% | -27.1% | +6.8% | -18.3% |
| YTD | +15.5% | -56.8% | +72.3% | +27.5% |
| 1Y | -5.0% | -60.2% | +55.3% | +7.5% |
| All | -5.0% | -59.6% | +54.7% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling