-48.4%
FPS vs NXT
+6.7%
-55.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.3% | +1.6% | +4.7% |
| 7D | -24.5% | +32.2% | -56.8% | -34.3% |
| 30D | -52.1% | +21.9% | -74.0% | -55.4% |
| 3M | -48.4% | +6.6% | -54.9% | -50.5% |
| All | -48.4% | +6.7% | -55.0% | -50.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling