+72.9%
W vs NXT
+171.8%
-98.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.4% |
| 7D | +5.9% | -0.2% | +6.1% | +6.0% |
| 30D | -3.0% | -20.0% | +16.9% | +4.3% |
| 3M | +40.3% | -30.9% | +71.3% | +57.4% |
| 6M | +32.2% | -23.8% | +56.0% | +39.4% |
| YTD | -0.3% | -5.4% | +5.2% | -2.8% |
| 1Y | +16.2% | +28.0% | -11.9% | -1.1% |
| 3Y | +40.7% | +93.3% | -52.6% | -6.2% |
| All | +72.9% | +171.8% | -98.9% | -5.0% |
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