+92.5%
FTV vs NVMI
+3,369.3%
-3,276.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -0.4% | +11.7% | -12.1% | -2.9% |
| 30D | -8.3% | -4.0% | -4.3% | -7.7% |
| 3M | -7.4% | -25.8% | +18.4% | -2.5% |
| 6M | -1.2% | -8.3% | +7.1% | -2.3% |
| YTD | +2.7% | +14.8% | -12.1% | -5.2% |
| 1Y | +18.4% | +37.9% | -19.4% | +3.2% |
| 3Y | -2.0% | +216.3% | -218.3% | -36.8% |
| 5Y | +3.4% | +277.2% | -273.8% | -38.8% |
| 10Y | +78.5% | +3,074.3% | -2,995.8% | -31.6% |
| All | +92.5% | +3,369.3% | -3,276.8% | -27.7% |
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 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