+42.4%
RF vs NXT
+228.5%
-186.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.5% | -1.5% |
| 7D | -1.6% | +24.7% | -26.4% | -3.7% |
| 30D | +5.0% | +13.0% | -8.0% | +3.6% |
| 3M | -10.0% | -0.2% | -9.8% | -10.3% |
| 6M | +3.3% | -19.3% | +22.6% | +4.1% |
| YTD | +7.9% | +14.3% | -6.4% | +3.9% |
| 1Y | +21.2% | -11.0% | +32.2% | +19.7% |
| 3Y | +105.8% | +167.8% | -61.9% | +67.8% |
| All | +42.4% | +228.5% | -186.1% | +9.7% |
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