+7.9%
NXT vs FTV
+31.1%
-23.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -9.4% | +3.9% | -13.3% | -10.4% |
| 30D | +15.1% | +18.7% | -3.6% | +11.4% |
| 3M | -9.1% | +10.0% | -19.1% | -11.2% |
| 6M | -30.3% | +14.6% | -44.9% | -31.9% |
| YTD | +9.1% | +23.4% | -14.3% | +4.4% |
| 1Y | +7.9% | +31.3% | -23.4% | -3.0% |
| All | +7.9% | +31.1% | -23.2% | -3.0% |
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