-92.0%
FRMI vs NXT
+28.2%
-120.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.5% | +25.2% | +25.9% |
| 7D | +66.2% | -9.4% | +75.7% | +74.2% |
| 30D | -17.4% | +15.1% | -32.5% | -25.8% |
| 3M | -60.5% | -9.1% | -51.3% | -59.2% |
| 6M | -56.5% | -30.3% | -26.2% | -49.3% |
| YTD | -67.4% | +9.1% | -76.5% | -72.9% |
| 1Y | -85.1% | +7.9% | -93.0% | -87.1% |
| All | -92.0% | +28.2% | -120.1% | -92.5% |
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 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