+139.3%
FOXA vs NXT
+175.5%
-36.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.1% |
| 7D | +2.7% | -9.4% | +12.1% | +2.9% |
| 30D | +10.0% | +15.1% | -5.1% | +9.7% |
| 3M | +5.0% | -9.1% | +14.1% | +5.3% |
| 6M | +3.4% | -30.3% | +33.7% | +4.1% |
| YTD | -5.5% | +9.1% | -14.6% | -7.6% |
| 1Y | +5.5% | +7.9% | -2.3% | +3.1% |
| 3Y | +139.3% | +176.5% | -37.2% | +107.2% |
| All | +139.3% | +175.5% | -36.2% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling