+20.2%
RF vs NXT
-3.7%
+23.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -0.1% | +15.1% | -15.2% | -0.8% |
| 30D | +7.0% | +21.8% | -14.8% | +5.9% |
| 3M | -7.0% | +1.6% | -8.6% | -7.3% |
| 6M | +6.8% | -16.7% | +23.5% | +7.1% |
| YTD | +9.9% | +20.4% | -10.5% | +5.7% |
| All | +20.2% | -3.7% | +23.9% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling