-50.9%
FIX vs NXT
-16.6%
-34.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.7% | -4.9% | -9.5% |
| 7D | -27.2% | +24.7% | -52.0% | -33.3% |
| 30D | -46.9% | +13.0% | -60.0% | -49.3% |
| 3M | -44.4% | -0.2% | -44.2% | -44.5% |
| 6M | -50.9% | -19.3% | -31.6% | -47.4% |
| All | -50.9% | -16.6% | -34.3% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling