+28.0%
NXT vs FTV
+17.4%
+10.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.5% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -20.0% | -9.5% | -10.4% | -19.3% |
| 3M | -30.9% | -10.9% | -20.0% | -30.1% |
| 6M | -23.8% | -0.6% | -23.2% | -24.1% |
| YTD | -5.4% | +1.4% | -6.9% | -5.8% |
| 1Y | +28.0% | +17.6% | +10.4% | +29.6% |
| All | +28.0% | +17.4% | +10.6% | +29.6% |
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