-12.9%
NVTS vs FTI
+884.3%
-897.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.9% |
| 7D | +0.5% | -5.6% | +6.1% | +2.4% |
| 30D | -18.0% | +0.4% | -18.4% | -18.0% |
| 3M | -45.6% | +8.1% | -53.7% | -47.2% |
| 6M | +28.5% | +16.7% | +11.8% | +20.9% |
| YTD | +56.2% | +70.0% | -13.8% | +30.6% |
| 1Y | +97.7% | +85.4% | +12.3% | +59.9% |
| 3Y | +35.0% | +265.9% | -230.9% | -16.2% |
| All | -12.9% | +884.3% | -897.2% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling