+91.6%
NXT vs FFIV
+136.9%
-45.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -1.1% | -1.0% | -0.1% | -0.8% |
| 30D | -15.3% | -5.1% | -10.3% | -13.4% |
| 3M | -43.8% | -4.5% | -39.3% | -42.6% |
| 6M | -18.7% | +36.5% | -55.1% | -31.5% |
| YTD | -3.0% | +53.0% | -56.0% | -23.7% |
| 1Y | +22.7% | +24.2% | -1.5% | +7.4% |
| All | +91.6% | +136.9% | -45.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling