+64.8%
XYZ vs NXT
+191.6%
-126.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.2% | -5.7% | +3.5% | -1.3% |
| 30D | +11.6% | +18.5% | -7.0% | +8.8% |
| 3M | +8.4% | -4.1% | +12.5% | +8.6% |
| 6M | +17.2% | -20.3% | +37.5% | +19.3% |
| YTD | +31.7% | +15.5% | +16.2% | +25.3% |
| 1Y | +30.1% | -5.0% | +35.0% | +27.3% |
| All | +64.8% | +191.6% | -126.9% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling