+176.5%
NXT vs FFIV
+95.4%
+81.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.6% |
| 7D | -9.4% | -0.5% | -8.9% | -9.2% |
| 30D | +15.1% | -32.4% | +47.5% | +32.2% |
| 3M | -9.1% | -25.7% | +16.6% | -0.3% |
| 6M | -30.3% | -13.5% | -16.8% | -29.1% |
| YTD | +9.1% | +21.1% | -12.0% | -8.2% |
| 1Y | +7.9% | +29.4% | -21.5% | -12.6% |
| 3Y | +176.5% | +94.9% | +81.6% | +39.4% |
| All | +176.5% | +95.4% | +81.1% | +39.4% |
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