-83.9%
FIG vs NXT
+68.6%
-152.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.9% | -3.8% |
| 7D | -11.4% | +4.0% | -15.4% | -11.3% |
| 30D | -17.2% | +15.9% | -33.1% | -17.2% |
| 3M | -26.6% | -3.0% | -23.6% | -27.0% |
| 6M | -9.8% | -20.7% | +10.9% | -10.2% |
| YTD | -50.1% | +14.6% | -64.7% | -53.7% |
| 1Y | -58.1% | -7.1% | -51.0% | -59.9% |
| All | -83.9% | +68.6% | -152.5% | -85.4% |
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 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