+10.4%
O vs NXT
+171.8%
-161.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.5% |
| 7D | -2.3% | -0.2% | -2.0% | -2.3% |
| 30D | -2.4% | -20.0% | +17.5% | -2.4% |
| 3M | -0.6% | -30.9% | +30.4% | -0.5% |
| 6M | -5.0% | -23.8% | +18.8% | -5.1% |
| YTD | +10.4% | -5.4% | +15.8% | +9.8% |
| 1Y | +6.6% | +28.0% | -21.5% | +5.3% |
| 3Y | +28.4% | +93.3% | -64.9% | +22.2% |
| All | +10.4% | +171.8% | -161.3% | +2.4% |
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