+67.1%
FANG vs NXT
+173.5%
-106.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | +2.9% | -1.9% | +4.8% | +3.0% |
| 30D | +2.6% | -20.0% | +22.7% | +4.0% |
| 3M | +7.6% | -30.7% | +38.3% | +9.9% |
| 6M | +17.3% | -29.0% | +46.3% | +18.4% |
| YTD | +38.7% | -4.8% | +43.5% | +35.2% |
| 1Y | +51.6% | +22.8% | +28.8% | +42.5% |
| 3Y | +50.0% | +93.9% | -44.0% | +28.9% |
| All | +67.1% | +173.5% | -106.4% | +32.4% |
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