+207.3%
NXT vs FLR
+38.5%
+168.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -6.1% |
| 7D | -6.0% | +10.1% | -16.1% | -9.7% |
| 30D | +5.4% | -0.5% | +5.9% | +5.6% |
| 3M | -9.7% | -4.8% | -4.9% | -7.9% |
| 6M | -25.3% | +10.7% | -36.0% | -28.4% |
| YTD | +7.5% | +25.0% | -17.5% | -2.6% |
| 1Y | -3.0% | +8.3% | -11.3% | -7.2% |
| 3Y | +171.4% | +36.8% | +134.5% | +115.8% |
| All | +207.3% | +38.5% | +168.8% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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