+230.2%
NXT vs FHN
+8.9%
+221.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -5.7% | -0.9% | -4.8% | -5.5% |
| 30D | +18.5% | +2.0% | +16.5% | +18.0% |
| 3M | -4.1% | -6.8% | +2.7% | -2.6% |
| 6M | -20.3% | -0.8% | -19.6% | -20.4% |
| YTD | +15.5% | +0.6% | +14.9% | +15.1% |
| 1Y | -5.0% | +11.5% | -16.5% | -7.2% |
| 3Y | +191.6% | +130.0% | +61.7% | +147.1% |
| All | +230.2% | +8.9% | +221.4% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling