+170.4%
NXT vs FTI
+473.2%
-302.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | -20.0% | +5.0% | -25.0% | -20.9% |
| 3M | -30.9% | +13.8% | -44.8% | -33.4% |
| 6M | -23.8% | +22.9% | -46.7% | -28.3% |
| YTD | -5.4% | +75.0% | -80.4% | -18.5% |
| 1Y | +28.0% | +96.9% | -68.8% | +6.7% |
| 3Y | +93.3% | +276.7% | -183.4% | +37.1% |
| All | +170.4% | +473.2% | -302.8% | +73.7% |
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