+21.9%
FIX vs NXT
-4.9%
+26.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.3% | +4.7% |
| 7D | +6.4% | -5.7% | +12.2% | +9.0% |
| 30D | -29.1% | +18.5% | -47.6% | -34.6% |
| 3M | -31.1% | -4.1% | -27.1% | -30.7% |
| 6M | -42.8% | -20.3% | -22.5% | -39.0% |
| YTD | +24.6% | +15.5% | +9.2% | +10.0% |
| 1Y | +21.9% | -5.0% | +26.9% | +17.5% |
| All | +21.9% | -4.9% | +26.8% | +17.5% |
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