+41.9%
RF vs NXT
+246.1%
-204.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -0.8% |
| 7D | -0.9% | +32.2% | -33.1% | -3.6% |
| 30D | +6.0% | +21.9% | -15.9% | +3.9% |
| 3M | -8.9% | +6.6% | -15.5% | -9.8% |
| 6M | +2.3% | -16.8% | +19.1% | +2.9% |
| YTD | +7.6% | +20.4% | -12.9% | +3.0% |
| 1Y | +21.2% | -1.5% | +22.7% | +18.4% |
| 3Y | +108.5% | +182.4% | -73.9% | +69.2% |
| All | +41.9% | +246.1% | -204.2% | +8.8% |
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