+43.0%
T vs NXT
+213.5%
-170.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +2.5% | -9.4% | +12.0% | +2.4% |
| 30D | -3.8% | +15.1% | -18.9% | -3.4% |
| 3M | -8.7% | -9.1% | +0.4% | -8.7% |
| 6M | -8.1% | -30.3% | +22.2% | -8.1% |
| YTD | -6.4% | +9.1% | -15.5% | -6.4% |
| 1Y | -9.8% | +7.9% | -17.6% | -9.7% |
| 3Y | +65.5% | +176.5% | -111.0% | +60.6% |
| All | +43.0% | +213.5% | -170.5% | +37.4% |
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