+100.5%
NXT vs FHN
+134.1%
-33.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +2.9% | +2.7% | +0.2% | +1.9% |
| 30D | -17.2% | -3.1% | -14.1% | -16.4% |
| 3M | -32.0% | +2.3% | -34.3% | -32.8% |
| 6M | -15.8% | +9.7% | -25.5% | -18.7% |
| YTD | -1.9% | +4.7% | -6.6% | -3.9% |
| 1Y | +22.5% | +13.8% | +8.7% | +16.1% |
| 3Y | +100.5% | +131.6% | -31.0% | +24.4% |
| All | +100.5% | +134.1% | -33.6% | +24.4% |
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