+328.0%
FTI vs NVD
-99.1%
+427.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -4.4% | +10.8% | -15.2% | -3.3% |
| 30D | +1.5% | +0.8% | +0.7% | +2.0% |
| 3M | +8.2% | -20.8% | +29.0% | +6.4% |
| 6M | +18.8% | -41.2% | +60.0% | +14.1% |
| YTD | +71.7% | -44.2% | +115.9% | +64.8% |
| 1Y | +90.0% | -54.2% | +144.2% | +79.8% |
| 3Y | +270.5% | -99.1% | +369.6% | +215.5% |
| All | +328.0% | -99.1% | +427.2% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling