+199.8%
TER vs NXT
+26.2%
+173.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +4.8% |
| 7D | +0.6% | -1.1% | +1.7% | +1.1% |
| 30D | -8.3% | -15.3% | +7.0% | +0.3% |
| 3M | -12.2% | -43.8% | +31.5% | +18.9% |
| 6M | +17.0% | -18.7% | +35.7% | +28.5% |
| YTD | +84.6% | -3.0% | +87.6% | +84.5% |
| 1Y | +199.8% | +22.7% | +177.1% | +168.1% |
| All | +199.8% | +26.2% | +173.6% | +168.1% |
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