+12.1%
O vs NXT
+181.9%
-169.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -0.6% | +2.9% | -3.4% | -0.6% |
| 30D | -2.0% | -17.2% | +15.3% | -1.9% |
| 3M | +3.0% | -32.0% | +35.0% | +3.1% |
| 6M | -3.6% | -15.8% | +12.1% | -3.9% |
| YTD | +12.1% | -1.9% | +14.0% | +11.4% |
| 1Y | +8.9% | +22.5% | -13.6% | +7.8% |
| 3Y | +30.3% | +100.5% | -70.2% | +24.1% |
| All | +12.1% | +181.9% | -169.8% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling