+336.3%
FTI vs NVD
-99.2%
+435.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.2% |
| 7D | -2.3% | +0.5% | -2.9% | -2.2% |
| 30D | +5.0% | -9.3% | +14.3% | +4.3% |
| 3M | +13.8% | -22.1% | +35.9% | +11.8% |
| 6M | +22.9% | -45.8% | +68.7% | +16.9% |
| YTD | +75.0% | -46.7% | +121.7% | +67.1% |
| 1Y | +96.9% | -59.5% | +156.3% | +83.7% |
| 3Y | +276.7% | -99.2% | +375.9% | +219.1% |
| All | +336.3% | -99.2% | +435.4% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling