+172.1%
NXT vs FTV
+5.9%
+166.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -1.9% | -4.0% | +2.0% | +0.2% |
| 30D | -20.0% | -11.0% | -9.0% | -14.9% |
| 3M | -30.7% | -8.4% | -22.3% | -27.9% |
| 6M | -29.0% | -2.6% | -26.4% | -29.2% |
| YTD | -4.8% | -0.6% | -4.2% | -7.8% |
| 1Y | +22.8% | +11.0% | +11.8% | +9.6% |
| 3Y | +93.9% | -6.3% | +100.3% | +94.4% |
| All | +172.1% | +5.9% | +166.3% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling