+43.9%
RF vs NXT
+229.3%
-185.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.4% |
| 7D | +0.3% | +4.0% | -3.6% | -0.1% |
| 30D | +6.2% | +15.9% | -9.7% | +4.5% |
| 3M | -7.8% | -3.0% | -4.8% | -8.0% |
| 6M | +5.9% | -20.7% | +26.6% | +7.0% |
| YTD | +9.0% | +14.6% | -5.6% | +4.9% |
| 1Y | +19.3% | -7.1% | +26.3% | +17.2% |
| 3Y | +116.4% | +189.4% | -73.0% | +74.0% |
| All | +43.9% | +229.3% | -185.5% | +10.8% |
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