+2,102.5%
FTI vs NVMI
+6,290.6%
-4,188.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -2.3% | +6.9% | -9.3% | -3.1% |
| 30D | +5.0% | -2.8% | +7.9% | +5.3% |
| 3M | +13.8% | -27.3% | +41.2% | +17.4% |
| 6M | +22.9% | -13.7% | +36.6% | +23.7% |
| YTD | +75.0% | +13.8% | +61.1% | +70.4% |
| 1Y | +96.9% | +34.9% | +62.0% | +87.4% |
| 3Y | +276.7% | +213.5% | +63.2% | +220.6% |
| 5Y | +1,157.0% | +272.5% | +884.5% | +940.1% |
| 10Y | +310.7% | +3,142.4% | -2,831.7% | +183.6% |
| All | +2,102.5% | +6,290.6% | -4,188.1% | +1,290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling