+2,361.6%
FTAI vs NVMI
+3,001.9%
-640.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.0% |
| 7D | -9.7% | +3.8% | -13.5% | -10.9% |
| 30D | -20.0% | -7.6% | -12.4% | -17.8% |
| 3M | -20.1% | -28.0% | +7.9% | -11.1% |
| 6M | -33.3% | -15.3% | -18.0% | -30.0% |
| YTD | -8.0% | +11.5% | -19.5% | -12.2% |
| 1Y | +8.0% | +31.6% | -23.6% | -2.8% |
| 3Y | +413.4% | +207.0% | +206.4% | +231.1% |
| 5Y | +858.6% | +262.8% | +595.7% | +473.7% |
| 10Y | +3,003.7% | +3,074.6% | -70.9% | +1,059.0% |
| All | +2,361.6% | +3,001.9% | -640.4% | +861.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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