+227.7%
NXT vs FTI
+375.5%
-147.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.0% |
| 7D | +4.0% | -3.3% | +7.2% | +4.7% |
| 30D | +15.9% | -7.2% | +23.1% | +17.8% |
| 3M | -3.0% | -12.9% | +9.9% | -0.1% |
| 6M | -20.7% | -7.9% | -12.9% | -19.9% |
| YTD | +14.6% | +45.2% | -30.6% | +2.9% |
| 1Y | -7.1% | +48.1% | -55.1% | -17.0% |
| 3Y | +189.4% | +205.0% | -15.6% | +114.8% |
| All | +227.7% | +375.5% | -147.8% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling