+108.6%
FOXA vs NXT
+89.5%
+19.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.0% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +1.1% | -20.0% | +21.1% | +1.8% |
| 3M | -6.1% | -30.9% | +24.8% | -5.2% |
| 6M | +8.2% | -23.8% | +32.1% | +7.8% |
| YTD | -11.8% | -5.4% | -6.3% | -13.7% |
| 1Y | +9.9% | +28.0% | -18.1% | +4.5% |
| All | +108.6% | +89.5% | +19.1% | +86.6% |
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