+212.0%
NXT vs FTI
+388.1%
-176.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | +1.0% |
| 7D | -9.4% | +4.3% | -13.7% | -10.3% |
| 30D | +15.1% | -4.7% | +19.8% | +16.2% |
| 3M | -9.1% | -13.5% | +4.4% | -6.2% |
| 6M | -30.3% | -8.7% | -21.6% | -29.3% |
| YTD | +9.1% | +49.0% | -39.9% | -2.6% |
| 1Y | +7.9% | +54.0% | -46.1% | -4.6% |
| 3Y | +176.5% | +211.6% | -35.1% | +104.1% |
| All | +212.0% | +388.1% | -176.1% | +107.6% |
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