+21.2%
F vs NXT
+246.1%
-224.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.1% | -1.6% |
| 7D | +1.6% | +32.2% | -30.7% | -3.6% |
| 30D | +2.6% | +21.9% | -19.3% | -1.3% |
| 3M | -8.8% | +6.6% | -15.4% | -10.5% |
| 6M | +4.6% | -16.8% | +21.4% | +6.5% |
| YTD | -1.9% | +20.4% | -22.3% | -7.1% |
| 1Y | -0.8% | -1.5% | +0.8% | -3.2% |
| 3Y | +43.5% | +182.4% | -138.9% | +9.9% |
| All | +21.2% | +246.1% | -224.9% | -14.5% |
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