+1,036.2%
FTI vs NVMI
+261.9%
+774.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | +8.2% | -33.6% | +41.8% | +17.2% |
| 6M | +18.8% | -14.7% | +33.5% | +20.1% |
| YTD | +71.7% | +13.2% | +58.5% | +61.7% |
| 1Y | +90.0% | +29.0% | +61.0% | +72.0% |
| 3Y | +270.5% | +215.0% | +55.5% | +150.4% |
| All | +1,036.2% | +261.9% | +774.3% | +602.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling