+18.4%
U vs NXT
+10.5%
+7.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.1% | -6.2% | +2.2% |
| 7D | +7.5% | +30.0% | -22.5% | +0.8% |
| 30D | -7.0% | +28.6% | -35.6% | -12.5% |
| 3M | +20.6% | +8.4% | +12.2% | +17.2% |
| 6M | +53.2% | -8.7% | +61.9% | +50.9% |
| YTD | -3.9% | +22.5% | -26.4% | -23.4% |
| 1Y | +18.4% | +6.9% | +11.5% | +4.8% |
| All | +18.4% | +10.5% | +7.9% | +4.8% |
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 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