-2.4%
NXT vs FE
+5.9%
-8.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.2% |
| 7D | +32.2% | 0.0% | +32.3% | +32.1% |
| 30D | +21.9% | +5.2% | +16.7% | +23.8% |
| 3M | +6.6% | 0.0% | +6.6% | +6.2% |
| 6M | -16.8% | +5.0% | -21.8% | -15.4% |
| YTD | +20.4% | +7.9% | +12.5% | +19.8% |
| All | -2.4% | +5.9% | -8.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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