-55.8%
FIG vs NXT
+26.2%
-82.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.3% |
| 7D | -16.3% | -1.1% | -15.2% | -16.3% |
| 30D | -14.3% | -15.3% | +1.0% | -14.7% |
| 3M | +7.2% | -43.8% | +50.9% | +7.8% |
| 6M | -18.6% | -18.7% | 0.0% | -21.2% |
| YTD | -35.5% | -3.0% | -32.5% | -41.2% |
| 1Y | -55.8% | +22.7% | -78.5% | -60.7% |
| All | -55.8% | +26.2% | -82.0% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling