-16.2%
ON vs NXT
+213.5%
-229.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.1% |
| 7D | +12.2% | -9.4% | +21.7% | +15.3% |
| 30D | -3.1% | +15.1% | -18.2% | -7.7% |
| 3M | -12.9% | -9.1% | -3.8% | -11.4% |
| 6M | -38.6% | -30.3% | -8.3% | -33.0% |
| YTD | +31.2% | +9.1% | +22.1% | +27.7% |
| 1Y | +47.6% | +7.9% | +39.8% | +43.6% |
| 3Y | +6.6% | +176.5% | -169.9% | -22.3% |
| All | -16.2% | +213.5% | -229.7% | -40.6% |
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