+42.4%
F vs NXT
+178.8%
-136.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +5.3% | -1.1% | +6.4% | +5.5% |
| 30D | +4.6% | -15.3% | +19.9% | +7.5% |
| 3M | -3.7% | -43.8% | +40.1% | +5.7% |
| 6M | +16.8% | -18.7% | +35.5% | +19.7% |
| YTD | +15.3% | -3.0% | +18.3% | +14.0% |
| 1Y | +31.0% | +22.7% | +8.3% | +23.9% |
| 3Y | +45.4% | +95.9% | -50.5% | +19.2% |
| All | +42.4% | +178.8% | -136.4% | +5.0% |
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