+42.1%
U vs NXT
-0.4%
+42.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +5.0% |
| 7D | +2.6% | -9.4% | +12.0% | +4.1% |
| 30D | +27.6% | +15.1% | +12.5% | +23.9% |
| 3M | +15.3% | -9.1% | +24.4% | +15.5% |
| 6M | +96.4% | -30.3% | +126.7% | +100.4% |
| YTD | +19.6% | +9.1% | +10.5% | +10.6% |
| 1Y | +42.1% | +7.9% | +34.2% | +31.6% |
| All | +42.1% | -0.4% | +42.5% | +31.6% |
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