+207.3%
NXT vs FGI
-29.4%
+236.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.2% | -13.1% | -7.0% |
| 7D | -6.0% | +13.5% | -19.5% | -6.0% |
| 30D | +5.4% | +17.1% | -11.7% | +5.4% |
| 3M | -9.7% | +78.0% | -87.7% | -10.1% |
| 6M | -25.3% | +46.4% | -71.8% | -25.6% |
| YTD | +7.5% | +47.7% | -40.3% | +6.4% |
| 1Y | -3.0% | +56.8% | -59.8% | -3.7% |
| 3Y | +171.4% | +12.3% | +159.1% | +176.9% |
| All | +207.3% | -29.4% | +236.7% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling