+5.6%
XYZ vs NXT
+20.2%
-14.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.4% |
| 7D | +2.9% | +2.9% | 0.0% | +2.5% |
| 30D | +1.4% | -17.2% | +18.6% | +3.7% |
| 3M | +14.6% | -32.0% | +46.6% | +19.3% |
| 6M | +20.8% | -15.8% | +36.5% | +21.1% |
| YTD | +23.1% | -1.9% | +25.0% | +18.9% |
| 1Y | +5.6% | +22.5% | -16.8% | -3.3% |
| All | +5.6% | +20.2% | -14.6% | -3.3% |
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