+177.4%
NXT vs FLR
+57.1%
+120.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.1% |
| 7D | -1.1% | +5.4% | -6.5% | -3.2% |
| 30D | -15.3% | +11.4% | -26.7% | -19.4% |
| 3M | -43.8% | +11.4% | -55.2% | -46.3% |
| 6M | -18.7% | +16.6% | -35.3% | -24.5% |
| YTD | -3.0% | +41.7% | -44.7% | -16.5% |
| 1Y | +22.7% | +35.4% | -12.7% | +8.1% |
| 3Y | +95.9% | +57.3% | +38.6% | +47.1% |
| All | +177.4% | +57.1% | +120.3% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling