+92.9%
W vs NXT
+246.1%
-153.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.8% | -3.2% |
| 7D | -3.6% | +32.2% | -35.8% | -12.5% |
| 30D | +7.0% | +21.9% | -15.0% | -0.5% |
| 3M | +7.4% | +6.6% | +0.8% | +3.9% |
| 6M | +69.3% | -16.8% | +86.1% | +73.8% |
| YTD | +11.3% | +20.4% | -9.1% | -0.9% |
| 1Y | +13.2% | -1.5% | +14.7% | +7.3% |
| 3Y | +142.0% | +182.4% | -40.4% | +41.4% |
| All | +92.9% | +246.1% | -153.2% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling