+208.7%
NXT vs FHN
+129.2%
+79.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | +15.1% | -0.5% | +15.6% | +15.3% |
| 30D | +21.8% | +1.9% | +19.9% | +21.2% |
| 3M | +1.6% | -6.9% | +8.5% | +3.7% |
| 6M | -16.7% | -3.1% | -13.6% | -16.2% |
| YTD | +20.4% | +0.6% | +19.8% | +19.7% |
| 1Y | +0.2% | +12.4% | -12.1% | -3.2% |
| 3Y | +208.7% | +133.7% | +75.0% | +91.7% |
| All | +208.7% | +129.2% | +79.5% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling