+703.8%
FTAI vs NXT
+168.4%
+535.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.6% |
| 7D | -9.7% | -2.6% | -7.1% | -9.3% |
| 30D | -20.0% | -22.4% | +2.4% | -16.8% |
| 3M | -20.1% | -27.3% | +7.3% | -16.2% |
| 6M | -33.3% | -28.5% | -4.8% | -30.1% |
| YTD | -8.0% | -6.6% | -1.4% | -6.5% |
| 1Y | +8.0% | +20.4% | -12.4% | +7.0% |
| 3Y | +413.4% | +90.9% | +322.5% | +373.6% |
| All | +703.8% | +168.4% | +535.5% | +612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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