-16.2%
ON vs NXT
+171.8%
-188.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.9% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -11.0% | -20.0% | +8.9% | -5.3% |
| 3M | -39.3% | -30.9% | -8.4% | -32.4% |
| 6M | +19.8% | -23.8% | +43.7% | +29.7% |
| YTD | +31.1% | -5.4% | +36.5% | +34.0% |
| 1Y | +46.0% | +28.0% | +17.9% | +37.4% |
| 3Y | -27.5% | +93.3% | -120.8% | -41.8% |
| All | -16.2% | +171.8% | -188.0% | -37.6% |
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