+207.3%
NXT vs FTI
+378.2%
-170.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.8% |
| 7D | -6.0% | +5.4% | -11.4% | -7.1% |
| 30D | +5.4% | -8.2% | +13.6% | +7.4% |
| 3M | -9.7% | -13.7% | +4.0% | -6.8% |
| 6M | -25.3% | -11.2% | -14.2% | -23.8% |
| YTD | +7.5% | +46.0% | -38.5% | -3.6% |
| 1Y | -3.0% | +51.8% | -54.8% | -13.9% |
| 3Y | +171.4% | +206.7% | -35.4% | +101.2% |
| All | +207.3% | +378.2% | -170.9% | +105.5% |
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