+37.5%
NVTS vs FTI
+264.2%
-226.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.0% |
| 7D | +0.5% | -5.6% | +6.1% | +2.2% |
| 30D | -18.0% | +0.4% | -18.4% | -18.0% |
| 3M | -45.6% | +8.1% | -53.7% | -47.0% |
| 6M | +28.5% | +16.7% | +11.8% | +21.8% |
| YTD | +56.2% | +70.0% | -13.8% | +34.0% |
| 1Y | +97.7% | +85.4% | +12.3% | +65.9% |
| All | +37.5% | +264.2% | -226.7% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling