+6.9%
NXT vs FTI
+57.1%
-50.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.4% | +14.5% | +11.7% |
| 7D | +30.0% | -9.7% | +39.7% | +32.7% |
| 30D | +28.6% | -8.2% | +36.8% | +30.7% |
| 3M | +8.4% | -7.8% | +16.2% | +9.9% |
| 6M | -8.7% | -13.4% | +4.7% | -6.2% |
| YTD | +22.5% | +45.1% | -22.6% | -6.2% |
| 1Y | +6.9% | +54.6% | -47.7% | -30.9% |
| All | +6.9% | +57.1% | -50.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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