+140.7%
FITB vs NXT
+195.6%
-54.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.1% |
| 7D | +0.5% | +4.0% | -3.5% | +0.1% |
| 30D | +7.0% | +15.9% | -8.9% | +5.5% |
| 3M | -4.4% | -3.0% | -1.4% | -4.5% |
| 6M | +11.6% | -20.7% | +32.3% | +12.5% |
| YTD | +18.6% | +14.6% | +4.0% | +14.9% |
| 1Y | +29.8% | -7.1% | +36.9% | +28.0% |
| 3Y | +140.7% | +189.4% | -48.7% | +89.9% |
| All | +140.7% | +195.6% | -54.9% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling