+177.4%
NXT vs FTV
+10.2%
+167.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | -1.1% | -4.5% | +3.4% | +1.3% |
| 30D | -15.3% | -7.1% | -8.3% | -11.9% |
| 3M | -43.8% | -7.2% | -36.6% | -41.8% |
| 6M | -18.7% | -1.5% | -17.2% | -19.3% |
| YTD | -3.0% | +3.5% | -6.5% | -8.0% |
| 1Y | +22.7% | +20.3% | +2.4% | +3.9% |
| 3Y | +95.9% | -3.1% | +99.0% | +92.9% |
| All | +177.4% | +10.2% | +167.2% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling