+8.9%
FOXA vs NXT
+10.5%
-1.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.1% | -7.3% | +4.3% |
| 7D | +9.9% | +30.0% | -20.1% | +11.4% |
| 30D | +10.0% | +28.6% | -18.6% | +11.6% |
| 3M | +18.4% | +8.4% | +10.0% | +19.2% |
| 6M | +12.2% | -8.7% | +20.9% | +11.2% |
| YTD | -3.8% | +22.5% | -26.3% | -5.4% |
| 1Y | +8.9% | +6.9% | +2.0% | +7.4% |
| All | +8.9% | +10.5% | -1.5% | +7.4% |
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 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