-30.1%
NVTS vs FTI
+762.9%
-793.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.4% | -7.1% |
| 7D | +3.9% | +4.3% | -0.4% | +2.4% |
| 30D | -4.3% | -4.7% | +0.3% | -2.8% |
| 3M | -34.5% | -13.5% | -21.0% | -31.1% |
| 6M | -57.7% | -8.7% | -49.0% | -56.6% |
| YTD | +25.4% | +49.0% | -23.7% | +9.7% |
| 1Y | +13.1% | +54.0% | -40.9% | -2.0% |
| 3Y | +48.9% | +211.6% | -162.7% | -2.0% |
| 5Y | -51.8% | +881.9% | -933.6% | -78.9% |
| All | -30.1% | +762.9% | -793.0% | -69.3% |
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