+170.4%
NXT vs FTV
+8.0%
+162.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | -0.2% | -1.3% | +1.1% | +0.5% |
| 30D | -20.0% | -9.5% | -10.4% | -15.6% |
| 3M | -30.9% | -10.9% | -20.0% | -26.8% |
| 6M | -23.8% | -0.6% | -23.2% | -24.9% |
| YTD | -5.4% | +1.4% | -6.9% | -9.3% |
| 1Y | +28.0% | +17.6% | +10.4% | +9.7% |
| 3Y | +93.3% | -3.3% | +96.6% | +90.0% |
| All | +170.4% | +8.0% | +162.4% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling