+113.0%
NVTS vs FTI
+108.8%
+4.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.4% |
| 7D | +2.7% | +5.3% | -2.6% | +1.3% |
| 30D | -4.5% | +15.3% | -19.8% | -7.5% |
| 3M | -61.5% | +15.8% | -77.3% | -62.8% |
| 6M | +28.0% | +22.6% | +5.4% | +19.2% |
| YTD | +65.3% | +79.5% | -14.3% | +48.4% |
| 1Y | +113.0% | +102.0% | +11.0% | +104.8% |
| All | +113.0% | +108.8% | +4.2% | +104.8% |
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 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