+167.1%
NXT vs FFIV
+170.7%
-3.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -2.6% | +1.6% | -4.2% | -3.5% |
| 30D | -22.4% | -3.7% | -18.7% | -21.1% |
| 3M | -27.3% | +2.0% | -29.3% | -28.4% |
| 6M | -28.5% | +39.3% | -67.7% | -41.0% |
| YTD | -6.6% | +56.1% | -62.7% | -28.1% |
| 1Y | +20.4% | +22.0% | -1.6% | +6.1% |
| 3Y | +90.9% | +148.2% | -57.3% | +3.9% |
| All | +167.1% | +170.7% | -3.7% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling