+67.4%
FANG vs NXT
+168.4%
-101.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +1.2% | -2.6% | +3.8% | +1.4% |
| 30D | +2.4% | -22.4% | +24.8% | +4.0% |
| 3M | +5.1% | -27.3% | +32.4% | +6.9% |
| 6M | +16.4% | -28.5% | +44.9% | +17.3% |
| YTD | +39.0% | -6.6% | +45.6% | +35.6% |
| 1Y | +50.6% | +20.4% | +30.3% | +41.7% |
| 3Y | +46.9% | +90.9% | -44.0% | +26.4% |
| All | +67.4% | +168.4% | -101.0% | +32.9% |
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