+750.3%
NVT vs FTI
+228.9%
+521.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.3% |
| 7D | +4.1% | -4.4% | +8.5% | +5.7% |
| 30D | -5.1% | +1.5% | -6.6% | -5.6% |
| 3M | -1.2% | +8.2% | -9.4% | -4.1% |
| 6M | +46.6% | +18.8% | +27.8% | +37.0% |
| YTD | +60.0% | +71.7% | -11.7% | +31.5% |
| 1Y | +70.8% | +90.0% | -19.3% | +34.8% |
| 3Y | +187.5% | +270.5% | -82.9% | +77.3% |
| 5Y | +426.1% | +1,084.5% | -658.4% | +102.8% |
| All | +750.3% | +228.9% | +521.3% | +254.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling