+172.1%
NXT vs FTI
+462.4%
-290.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -1.9% | -4.4% | +2.5% | -0.9% |
| 30D | -20.0% | +1.5% | -21.5% | -20.4% |
| 3M | -30.7% | +8.2% | -38.9% | -32.3% |
| 6M | -29.0% | +18.8% | -47.8% | -32.6% |
| YTD | -4.8% | +71.7% | -76.5% | -17.7% |
| 1Y | +22.8% | +90.0% | -67.2% | +3.2% |
| 3Y | +93.9% | +270.5% | -176.6% | +38.1% |
| All | +172.1% | +462.4% | -290.2% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling