+91.6%
FOXA vs NXT
+168.4%
-76.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | -3.7% | -2.6% | -1.2% | -3.6% |
| 30D | +5.4% | -22.4% | +27.8% | +6.3% |
| 3M | -3.7% | -27.3% | +23.6% | -2.8% |
| 6M | +12.6% | -28.5% | +41.0% | +12.7% |
| YTD | -10.0% | -6.6% | -3.4% | -11.8% |
| 1Y | +15.0% | +20.4% | -5.3% | +9.9% |
| 3Y | +115.1% | +90.9% | +24.2% | +91.6% |
| All | +91.6% | +168.4% | -76.8% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling