+9.9%
O vs NXT
+208.8%
-198.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.5% |
| 7D | -0.4% | -6.0% | +5.6% | -0.4% |
| 30D | +8.3% | +5.4% | +2.8% | +8.3% |
| 3M | -4.0% | -9.7% | +5.7% | -4.0% |
| 6M | -2.6% | -25.3% | +22.7% | -2.6% |
| YTD | +9.9% | +7.5% | +2.4% | +9.2% |
| 1Y | +9.8% | -3.0% | +12.9% | +9.3% |
| 3Y | +39.7% | +171.4% | -131.7% | +31.5% |
| All | +9.9% | +208.8% | -198.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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