+70.9%
NVT vs FTI
+108.8%
-37.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +5.1% | +5.3% | -0.2% | +3.6% |
| 30D | -3.7% | +15.3% | -19.0% | -7.2% |
| 3M | -10.1% | +15.8% | -25.9% | -13.7% |
| 6M | +37.5% | +22.6% | +14.9% | +28.2% |
| YTD | +53.7% | +79.5% | -25.8% | +35.2% |
| 1Y | +70.9% | +102.0% | -31.2% | +46.6% |
| All | +70.9% | +108.8% | -37.9% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling