+63.7%
T vs NXT
+178.8%
-115.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | -1.3% | -1.1% | -0.2% | -1.3% |
| 30D | +11.4% | -15.3% | +26.7% | +11.1% |
| 3M | +14.3% | -43.8% | +58.1% | +13.9% |
| 6M | -9.3% | -18.7% | +9.4% | -9.5% |
| YTD | +7.1% | -3.0% | +10.1% | +6.8% |
| 1Y | -9.1% | +22.7% | -31.8% | -9.4% |
| 3Y | +105.3% | +95.9% | +9.4% | +100.2% |
| All | +63.7% | +178.8% | -115.1% | +56.8% |
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