+76.5%
FTV vs NVMI
+3,158.6%
-3,082.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | 0.0% |
| 7D | -4.0% | -0.1% | -3.9% | -3.9% |
| 30D | -11.0% | -8.4% | -2.6% | -9.4% |
| 3M | -8.4% | -33.6% | +25.2% | -0.9% |
| 6M | -2.6% | -14.7% | +12.1% | -1.9% |
| YTD | -0.6% | +13.2% | -13.8% | -8.0% |
| 1Y | +11.0% | +29.0% | -18.1% | -1.7% |
| 3Y | -6.3% | +215.0% | -221.3% | -39.7% |
| 5Y | -1.5% | +268.6% | -270.1% | -41.5% |
| All | +76.5% | +3,158.6% | -3,082.1% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling