+14.5%
FIX vs NXT
-3.7%
+18.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | -7.2% | +15.1% | -22.3% | -12.7% |
| 30D | -35.1% | +21.8% | -56.9% | -40.7% |
| 3M | -34.3% | +1.6% | -35.8% | -35.3% |
| 6M | -42.9% | -16.7% | -26.2% | -40.2% |
| YTD | +19.5% | +20.4% | -1.0% | +3.7% |
| All | +14.5% | -3.7% | +18.2% | +9.0% |
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