+22.7%
NXT vs FTV
+21.5%
+1.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -1.1% | -4.6% | +3.5% | -0.7% |
| 30D | -15.3% | -7.2% | -8.2% | -14.7% |
| 3M | -43.8% | -7.3% | -36.5% | -43.2% |
| 6M | -18.7% | -1.6% | -17.0% | -19.0% |
| YTD | -3.0% | +3.3% | -6.3% | -3.7% |
| 1Y | +22.7% | +20.2% | +2.5% | +21.2% |
| All | +22.7% | +21.5% | +1.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling