+208.7%
NXT vs FGI
0.0%
+208.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +15.1% | -1.4% | +16.5% | +15.1% |
| 30D | +21.8% | -3.2% | +25.0% | +21.8% |
| 3M | +1.6% | +64.1% | -62.5% | +1.2% |
| 6M | -16.7% | +17.2% | -33.9% | -17.0% |
| YTD | +20.4% | +31.6% | -11.2% | +19.2% |
| 1Y | +0.2% | +45.1% | -44.8% | -0.5% |
| 3Y | +208.7% | -2.0% | +210.6% | +225.6% |
| All | +208.7% | 0.0% | +208.7% | +225.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling