+54.6%
FTI vs NVD
-27.4%
+81.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.5% | -9.8% | -2.8% |
| 7D | -9.7% | +15.0% | -24.6% | -8.5% |
| 30D | -8.2% | +39.3% | -47.5% | -5.4% |
| 3M | -7.8% | +3.1% | -11.0% | -6.8% |
| 6M | -13.4% | -19.0% | +5.6% | -13.3% |
| YTD | +45.1% | -35.5% | +80.6% | +41.5% |
| 1Y | +54.6% | -30.2% | +84.8% | +52.3% |
| All | +54.6% | -27.4% | +81.9% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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