+71.7%
W vs NXT
+178.8%
-107.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.1% |
| 7D | -4.2% | -1.1% | -3.1% | -3.8% |
| 30D | -7.6% | -15.3% | +7.8% | -2.4% |
| 3M | +37.2% | -43.8% | +81.0% | +64.0% |
| 6M | +26.3% | -18.7% | +45.0% | +30.2% |
| YTD | -1.0% | -3.0% | +2.0% | -4.3% |
| 1Y | +20.1% | +22.7% | -2.6% | +3.9% |
| 3Y | +37.8% | +95.9% | -58.1% | -8.5% |
| All | +71.7% | +178.8% | -107.1% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling