+207.3%
NXT vs FN
+185.7%
+21.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.8% | -5.7% |
| 7D | -6.0% | +20.8% | -26.8% | -11.5% |
| 30D | +5.4% | -17.3% | +22.7% | +10.4% |
| 3M | -9.7% | -38.1% | +28.4% | +2.2% |
| 6M | -25.3% | -44.2% | +18.9% | -13.6% |
| YTD | +7.5% | -22.3% | +29.7% | +12.0% |
| 1Y | -3.0% | -20.9% | +17.9% | +0.7% |
| 3Y | +171.4% | +111.1% | +60.3% | +116.5% |
| All | +207.3% | +185.7% | +21.6% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling