+64.4%
NVTS vs FRMI
-77.3%
+141.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.5% | -9.8% | -2.4% |
| 7D | +9.7% | +23.3% | -13.6% | +1.6% |
| 30D | -13.6% | -7.6% | -6.0% | -12.4% |
| 3M | -51.0% | +0.2% | -51.2% | -53.2% |
| 6M | +46.3% | -28.7% | +75.1% | +53.4% |
| YTD | +68.1% | -28.6% | +96.7% | +78.6% |
| All | +64.4% | -77.3% | +141.7% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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