+17.4%
F vs NXT
+213.5%
-196.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -3.1% | -9.4% | +6.3% | -1.5% |
| 30D | 0.0% | +15.1% | -15.1% | -2.8% |
| 3M | -13.2% | -9.1% | -4.1% | -12.4% |
| 6M | -10.2% | -30.3% | +20.1% | -5.9% |
| YTD | -4.9% | +9.1% | -14.0% | -8.5% |
| 1Y | -6.1% | +7.9% | -14.0% | -9.5% |
| 3Y | +46.0% | +176.5% | -130.5% | +11.9% |
| All | +17.4% | +213.5% | -196.1% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling