+244.4%
NXT vs FFIV
+111.2%
+133.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.5% |
| 7D | +32.2% | -8.1% | +40.4% | +36.8% |
| 30D | +21.9% | -33.4% | +55.3% | +42.8% |
| 3M | +6.6% | -24.7% | +31.3% | +16.9% |
| 6M | -16.8% | -8.8% | -7.9% | -17.4% |
| YTD | +20.4% | +21.8% | -1.3% | +0.2% |
| 1Y | -1.5% | +25.3% | -26.8% | -19.5% |
| 3Y | +182.4% | +101.2% | +81.2% | +61.1% |
| All | +244.4% | +111.2% | +133.2% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling