+3.4%
FTV vs NVDX
+772.1%
-768.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -4.0% | -10.2% | +6.3% | -3.3% |
| 30D | -11.0% | -7.3% | -3.7% | -10.7% |
| 3M | -8.4% | +5.5% | -13.9% | -9.2% |
| 6M | -2.6% | +18.3% | -20.8% | -4.7% |
| YTD | -0.6% | +11.4% | -12.1% | -2.8% |
| 1Y | +11.0% | +12.7% | -1.7% | +7.7% |
| All | +3.4% | +772.1% | -768.7% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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