+12.2%
XYZ vs NXT
+246.1%
-233.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | +0.8% |
| 7D | +12.1% | +32.2% | -20.1% | +7.2% |
| 30D | +12.4% | +21.9% | -9.6% | +8.6% |
| 3M | +8.2% | +6.6% | +1.6% | +6.6% |
| 6M | +20.7% | -16.8% | +37.5% | +22.3% |
| YTD | +31.3% | +20.4% | +10.9% | +23.0% |
| 1Y | +20.5% | -1.5% | +22.0% | +16.8% |
| 3Y | +72.6% | +182.4% | -109.8% | +27.5% |
| All | +12.2% | +246.1% | -233.9% | -22.4% |
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 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