+22.7%
NXT vs FN
+17.1%
+5.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | -0.2% |
| 7D | -1.1% | -1.7% | +0.6% | -0.4% |
| 30D | -15.3% | -22.0% | +6.6% | -6.8% |
| 3M | -43.8% | -43.0% | -0.8% | -29.3% |
| 6M | -18.7% | -27.7% | +9.1% | -10.5% |
| YTD | -3.0% | -10.5% | +7.5% | -6.1% |
| 1Y | +22.7% | +12.5% | +10.2% | +5.6% |
| All | +22.7% | +17.1% | +5.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling