-4.7%
O vs NXT
-16.4%
+11.6%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.7% |
| 7D | -0.7% | -1.1% | +0.4% | -0.8% |
| 30D | -1.9% | -15.3% | +13.5% | -2.5% |
| 3M | +3.8% | -43.8% | +47.6% | +2.8% |
| 6M | -4.7% | -18.7% | +13.9% | -6.1% |
| All | -4.7% | -16.4% | +11.6% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling