+52.5%
RF vs NXT
+178.8%
-126.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | -3.6% | -15.3% | +11.7% | -2.2% |
| 3M | +8.1% | -43.8% | +51.9% | +13.5% |
| 6M | +11.5% | -18.7% | +30.1% | +11.8% |
| YTD | +15.6% | -3.0% | +18.6% | +13.3% |
| 1Y | +15.7% | +22.7% | -7.1% | +9.8% |
| 3Y | +86.9% | +95.9% | -9.0% | +59.1% |
| All | +52.5% | +178.8% | -126.3% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling