-80.3%
FIG vs NXT
+44.4%
-124.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -5.7% |
| 7D | -16.4% | +2.9% | -19.2% | -16.3% |
| 30D | -2.3% | -17.2% | +14.9% | -2.9% |
| 3M | +7.8% | -32.0% | +39.8% | +7.4% |
| 6M | -21.8% | -15.8% | -6.1% | -24.2% |
| YTD | -39.1% | -1.9% | -37.2% | -43.4% |
| 1Y | -56.6% | +22.5% | -79.1% | -60.0% |
| All | -80.3% | +44.4% | -124.7% | -82.2% |
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