+8.1%
FPS vs NXT
-26.3%
+34.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.7% |
| 7D | +3.1% | -1.1% | +4.2% | +3.7% |
| 30D | -18.6% | -15.3% | -3.2% | -10.5% |
| 3M | -51.5% | -43.8% | -7.7% | -34.3% |
| 6M | -8.5% | -18.7% | +10.1% | +0.1% |
| All | +8.1% | -26.3% | +34.5% | +24.7% |
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