-6.5%
U vs NXT
+18.1%
-24.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.4% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | -1.3% | -20.0% | +18.7% | +3.9% |
| 3M | +49.6% | -30.9% | +80.5% | +61.9% |
| 6M | +100.2% | -23.8% | +124.0% | +98.7% |
| YTD | -3.7% | -5.4% | +1.8% | -17.7% |
| 1Y | -6.5% | +28.0% | -34.5% | -28.8% |
| All | -6.5% | +18.1% | -24.6% | -28.8% |
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