+177.4%
NXT vs FHN
+14.6%
+162.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | -15.3% | -4.7% | -10.6% | -14.5% |
| 3M | -43.8% | +3.5% | -47.3% | -44.3% |
| 6M | -18.7% | +7.8% | -26.5% | -20.1% |
| YTD | -3.0% | +5.9% | -8.9% | -4.4% |
| 1Y | +22.7% | +12.5% | +10.3% | +19.0% |
| 3Y | +95.9% | +117.2% | -21.3% | +65.5% |
| All | +177.4% | +14.6% | +162.8% | +132.6% |
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 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