-84.3%
FRMI vs NXT
+14.0%
-98.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.2% | +4.7% |
| 7D | +2.4% | -1.1% | +3.5% | +2.9% |
| 30D | -17.3% | -15.3% | -1.9% | -9.5% |
| 3M | -17.2% | -43.8% | +26.6% | +12.8% |
| 6M | -43.4% | -18.7% | -24.7% | -40.1% |
| YTD | -36.0% | -3.0% | -33.0% | -42.1% |
| All | -84.3% | +14.0% | -98.2% | -84.0% |
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