+56.1%
RSP vs NXT
+208.8%
-152.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.1% | -0.3% |
| 7D | +1.8% | -6.0% | +7.8% | +2.2% |
| 30D | +3.5% | +5.4% | -2.0% | +2.9% |
| 3M | +0.2% | -9.7% | +9.9% | +0.7% |
| 6M | +9.1% | -25.3% | +34.5% | +10.5% |
| YTD | +16.6% | +7.5% | +9.2% | +14.0% |
| 1Y | +17.9% | -3.0% | +20.9% | +16.1% |
| 3Y | +64.6% | +171.4% | -106.8% | +43.2% |
| All | +56.1% | +208.8% | -152.7% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling