+244.4%
NXT vs FN
+164.2%
+80.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.7% | -6.3% | +1.8% |
| 7D | +32.2% | 0.0% | +32.3% | +31.1% |
| 30D | +21.9% | -34.3% | +56.2% | +36.9% |
| 3M | +6.6% | -39.9% | +46.4% | +21.7% |
| 6M | -16.8% | -51.8% | +35.0% | +0.6% |
| YTD | +20.4% | -28.1% | +48.6% | +28.8% |
| 1Y | -1.5% | -29.1% | +27.5% | +5.6% |
| 3Y | +182.4% | +102.4% | +79.9% | +130.0% |
| All | +244.4% | +164.2% | +80.2% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling