+8.6%
XYZ vs NXT
+178.8%
-170.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | -1.7% | -15.3% | +13.6% | +0.8% |
| 3M | +16.7% | -43.8% | +60.5% | +26.9% |
| 6M | +26.9% | -18.7% | +45.5% | +28.3% |
| YTD | +27.1% | -3.0% | +30.1% | +23.7% |
| 1Y | +9.3% | +22.7% | -13.5% | +1.3% |
| 3Y | +42.3% | +95.9% | -53.6% | +12.2% |
| All | +8.6% | +178.8% | -170.1% | -21.9% |
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