+244.4%
NXT vs FN
+195.5%
+48.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.9% | -11.9% | -3.6% |
| 7D | +15.1% | +16.3% | -1.2% | +8.9% |
| 30D | +21.8% | -24.7% | +46.6% | +30.9% |
| 3M | +1.6% | -34.9% | +36.5% | +12.9% |
| 6M | -16.7% | -41.1% | +24.4% | -5.1% |
| YTD | +20.4% | -19.6% | +40.0% | +24.2% |
| 1Y | +0.2% | -18.5% | +18.8% | +3.1% |
| 3Y | +208.7% | +119.1% | +89.6% | +143.6% |
| All | +244.4% | +195.5% | +48.9% | +174.6% |
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 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