+768.1%
FIX vs NXT
+246.1%
+522.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.3% | +0.1% | +4.0% |
| 7D | -17.5% | +32.2% | -49.7% | -24.2% |
| 30D | -41.6% | +21.9% | -63.5% | -45.1% |
| 3M | -40.6% | +6.6% | -47.2% | -42.3% |
| 6M | -49.4% | -16.8% | -32.6% | -47.9% |
| YTD | +9.2% | +20.4% | -11.2% | +2.4% |
| 1Y | +6.5% | -1.5% | +8.0% | +4.2% |
| 3Y | +448.7% | +182.4% | +266.3% | +332.8% |
| All | +768.1% | +246.1% | +522.0% | +571.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling