-9.1%
NVTS vs FTI
+894.2%
-903.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | -1.4% | -4.4% | +2.9% | 0.0% |
| 30D | -16.5% | +1.5% | -18.0% | -16.8% |
| 3M | -47.6% | +8.2% | -55.8% | -49.2% |
| 6M | +7.3% | +18.8% | -11.5% | +0.4% |
| YTD | +62.9% | +71.7% | -8.8% | +35.8% |
| 1Y | +91.3% | +90.0% | +1.2% | +53.5% |
| 3Y | +43.4% | +270.5% | -227.1% | -11.3% |
| All | -9.1% | +894.2% | -903.3% | -62.0% |
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