+102.0%
FTI vs NVMI
+53.9%
+48.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.1% |
| 7D | +5.3% | +6.6% | -1.3% | +4.3% |
| 30D | +15.3% | -7.5% | +22.9% | +16.5% |
| 3M | +15.8% | -28.5% | +44.3% | +21.0% |
| 6M | +22.6% | -15.7% | +38.3% | +24.0% |
| YTD | +79.5% | +13.3% | +66.2% | +75.3% |
| 1Y | +102.0% | +48.3% | +53.7% | +100.0% |
| All | +102.0% | +53.9% | +48.2% | +100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling