-9.8%
T vs NXT
-0.4%
-9.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | +2.5% | -9.4% | +12.0% | +2.0% |
| 30D | -3.8% | +15.1% | -18.9% | -2.8% |
| 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% | -6.8% |
| 1Y | -9.8% | +7.9% | -17.6% | -10.2% |
| All | -9.8% | -0.4% | -9.3% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling