+26.0%
U vs NXT
+229.3%
-203.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -0.9% |
| 7D | +24.4% | +4.0% | +20.4% | +22.7% |
| 30D | +7.4% | +15.9% | -8.5% | +3.0% |
| 3M | +16.8% | -3.0% | +19.8% | +16.5% |
| 6M | +78.8% | -20.7% | +99.5% | +83.9% |
| YTD | +14.0% | +14.6% | -0.6% | +3.3% |
| 1Y | +16.7% | -7.1% | +23.8% | +11.9% |
| 3Y | +86.4% | +189.4% | -103.0% | +20.6% |
| All | +26.0% | +229.3% | -203.3% | -26.3% |
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