+270.5%
FTI vs NVMI
+207.9%
+62.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +1.5% | -8.4% | +9.9% | +3.0% |
| 3M | +8.2% | -33.6% | +41.8% | +15.9% |
| 6M | +18.8% | -14.7% | +33.5% | +20.0% |
| YTD | +71.7% | +13.2% | +58.5% | +63.3% |
| 1Y | +90.0% | +29.0% | +61.0% | +74.7% |
| 3Y | +270.5% | +215.0% | +55.5% | +180.6% |
| All | +270.5% | +207.9% | +62.6% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling