+93.8%
FOXA vs NXT
+173.5%
-79.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | +0.8% | -1.9% | +2.7% | +0.9% |
| 30D | +5.0% | -20.0% | +25.1% | +5.9% |
| 3M | -3.0% | -30.7% | +27.7% | -1.9% |
| 6M | +14.8% | -29.0% | +43.7% | +15.1% |
| YTD | -8.9% | -4.8% | -4.1% | -10.8% |
| 1Y | +13.3% | +22.8% | -9.5% | +8.1% |
| 3Y | +115.4% | +93.9% | +21.5% | +91.8% |
| All | +93.8% | +173.5% | -79.7% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling