+7.9%
NXT vs FFIV
+28.7%
-20.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.1% |
| 7D | -9.4% | -0.5% | -8.9% | -9.3% |
| 30D | +15.1% | -32.4% | +47.5% | +25.0% |
| 3M | -9.1% | -25.7% | +16.6% | -4.3% |
| 6M | -30.3% | -13.5% | -16.8% | -29.4% |
| YTD | +9.1% | +21.1% | -12.0% | -4.0% |
| 1Y | +7.9% | +29.4% | -21.5% | -8.0% |
| All | +7.9% | +28.7% | -20.8% | -8.0% |
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