-10.8%
NVTS vs FTI
+57.1%
-67.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.4% | +12.4% | +10.8% |
| 7D | -0.3% | -9.7% | +9.3% | +5.2% |
| 30D | -24.4% | -8.2% | -16.2% | -20.8% |
| 3M | -26.5% | -7.8% | -18.7% | -22.7% |
| 6M | -41.4% | -13.4% | -28.0% | -35.5% |
| YTD | +30.7% | +45.1% | -14.4% | -33.5% |
| 1Y | -10.8% | +54.6% | -65.4% | -62.9% |
| All | -10.8% | +57.1% | -67.9% | -62.9% |
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