-80.9%
FIG vs NXT
+39.2%
-120.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.4% | -3.3% |
| 7D | -14.5% | -0.2% | -14.2% | -14.5% |
| 30D | -13.3% | -20.0% | +6.6% | -13.8% |
| 3M | +7.4% | -30.9% | +38.4% | +6.7% |
| 6M | -27.8% | -23.8% | -4.0% | -29.4% |
| YTD | -41.1% | -5.4% | -35.7% | -45.3% |
| 1Y | -58.7% | +28.0% | -86.8% | -61.8% |
| All | -80.9% | +39.2% | -120.1% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling