-6.3%
NVTS vs FTI
+917.9%
-924.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.4% |
| 7D | +9.7% | -0.2% | +9.9% | +9.7% |
| 30D | -13.6% | +12.3% | -25.9% | -16.9% |
| 3M | -51.0% | +13.8% | -64.7% | -53.3% |
| 6M | +46.3% | +24.3% | +22.1% | +34.8% |
| YTD | +68.1% | +75.8% | -7.7% | +39.0% |
| 1Y | +113.9% | +99.6% | +14.3% | +68.6% |
| 3Y | +45.3% | +278.4% | -233.1% | -10.8% |
| All | -6.3% | +917.9% | -924.1% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling