+180.5%
NXT vs FDS
-30.4%
+211.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +0.5% |
| 7D | +2.9% | -5.4% | +8.2% | +2.1% |
| 30D | -17.2% | +1.6% | -18.8% | -17.0% |
| 3M | -32.0% | +17.7% | -49.7% | -29.7% |
| 6M | -15.8% | +29.1% | -44.8% | -12.2% |
| YTD | -1.9% | +1.0% | -2.9% | +6.3% |
| 1Y | +22.5% | -21.6% | +44.1% | +41.9% |
| 3Y | +100.5% | -30.1% | +130.6% | +132.9% |
| All | +180.5% | -30.4% | +211.0% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling