+7.9%
NXT vs FGI
+17.8%
-9.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -25.2% | +26.7% | +1.8% |
| 7D | -9.4% | -14.4% | +5.0% | -9.3% |
| 30D | +15.1% | -11.8% | +26.9% | +15.1% |
| 3M | -9.1% | -46.2% | +37.1% | -8.6% |
| 6M | -30.3% | +5.2% | -35.5% | -31.0% |
| YTD | +9.1% | +10.5% | -1.4% | +4.2% |
| 1Y | +7.9% | +25.5% | -17.6% | -1.5% |
| All | +7.9% | +17.8% | -9.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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