+2,490.2%
NVDL vs FTI
+570.8%
+1,919.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.8% |
| 7D | -10.3% | -4.4% | -5.9% | -7.8% |
| 30D | -7.1% | +1.5% | -8.6% | -7.7% |
| 3M | +6.6% | +8.2% | -1.6% | +1.0% |
| 6M | +21.1% | +18.8% | +2.2% | +7.4% |
| YTD | +15.2% | +71.7% | -56.5% | -18.5% |
| 1Y | +18.8% | +90.0% | -71.3% | -22.0% |
| 3Y | +649.9% | +270.5% | +379.4% | +277.4% |
| All | +2,490.2% | +570.8% | +1,919.4% | +916.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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