-1.0%
FTV vs NVMI
+261.9%
-262.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.7% |
| 3M | -8.4% | -33.6% | +25.2% | -2.0% |
| 6M | -2.6% | -14.7% | +12.1% | -2.2% |
| YTD | -0.6% | +13.2% | -13.8% | -7.6% |
| 1Y | +11.0% | +29.0% | -18.1% | -1.0% |
| 3Y | -6.3% | +215.0% | -221.3% | -40.1% |
| All | -1.0% | +261.9% | -262.9% | -41.3% |
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