+712.5%
NVT vs FTI
+225.7%
+486.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -1.1% |
| 7D | +2.0% | -5.6% | +7.6% | +4.1% |
| 30D | -7.2% | +0.4% | -7.6% | -7.3% |
| 3M | -0.9% | +8.1% | -9.0% | -3.8% |
| 6M | +42.6% | +16.7% | +25.9% | +34.1% |
| YTD | +52.9% | +70.0% | -17.1% | +26.1% |
| 1Y | +64.5% | +85.4% | -21.0% | +30.9% |
| 3Y | +178.0% | +265.9% | -88.0% | +72.2% |
| 5Y | +402.8% | +1,072.7% | -670.0% | +94.4% |
| All | +712.5% | +225.7% | +486.8% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling