+6.9%
NXT vs FFIV
+33.5%
-26.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.6% | +11.2% |
| 7D | +30.0% | -9.8% | +39.8% | +33.0% |
| 30D | +28.6% | -28.1% | +56.7% | +38.5% |
| 3M | +8.4% | -20.0% | +28.4% | +12.1% |
| 6M | -8.7% | -0.1% | -8.7% | -11.4% |
| YTD | +22.5% | +29.2% | -6.7% | +3.4% |
| 1Y | +6.9% | +36.6% | -29.7% | -12.5% |
| All | +6.9% | +33.5% | -26.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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