+244.4%
NXT vs Z
-34.5%
+278.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.8% | +5.9% |
| 7D | +32.2% | -4.6% | +36.8% | +33.7% |
| 30D | +21.9% | +8.3% | +13.6% | +19.5% |
| 3M | +6.6% | -11.6% | +18.2% | +8.5% |
| 6M | -16.8% | -33.6% | +16.8% | -10.0% |
| YTD | +20.4% | -56.7% | +77.1% | +43.5% |
| 1Y | -1.5% | -59.1% | +57.6% | +19.0% |
| 3Y | +182.4% | -20.4% | +202.8% | +160.9% |
| All | +244.4% | -34.5% | +278.9% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling