+212.0%
NXT vs FHN
+8.9%
+203.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -9.4% | +2.1% | -11.5% | -9.8% |
| 30D | +15.1% | +3.8% | +11.3% | +14.2% |
| 3M | -9.1% | -8.9% | -0.2% | -7.2% |
| 6M | -30.3% | +1.8% | -32.1% | -30.7% |
| YTD | +9.1% | +0.6% | +8.5% | +8.7% |
| 1Y | +7.9% | +12.9% | -5.1% | +5.0% |
| 3Y | +176.5% | +126.4% | +50.1% | +134.8% |
| All | +212.0% | +8.9% | +203.1% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling