+266.8%
FTI vs NVD
-99.1%
+365.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.3% | -2.4% |
| 7D | -5.6% | +9.0% | -14.7% | -4.7% |
| 30D | +0.4% | -5.5% | +5.9% | +0.2% |
| 3M | +8.1% | -24.6% | +32.7% | +5.8% |
| 6M | +16.7% | -42.1% | +58.8% | +11.8% |
| YTD | +70.0% | -44.3% | +114.3% | +63.1% |
| 1Y | +85.4% | -54.2% | +139.6% | +75.4% |
| All | +266.8% | -99.1% | +365.9% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling