+230.2%
NXT vs FTV
+31.4%
+198.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.6% |
| 7D | -5.7% | -0.7% | -5.1% | -5.3% |
| 30D | +18.5% | +18.3% | +0.2% | +8.4% |
| 3M | -4.1% | +10.2% | -14.3% | -8.9% |
| 6M | -20.3% | +12.8% | -33.1% | -25.8% |
| YTD | +15.5% | +23.4% | -7.9% | -0.2% |
| 1Y | -5.0% | +31.4% | -36.4% | -21.5% |
| 3Y | +191.6% | +38.7% | +153.0% | +131.6% |
| All | +230.2% | +31.4% | +198.8% | +171.9% |
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