-10.8%
NVTS vs FTV
+37.8%
-48.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.3% | +6.7% | +8.4% |
| 7D | -0.3% | +6.6% | -6.9% | -2.0% |
| 30D | -24.4% | +19.1% | -43.5% | -27.9% |
| 3M | -26.5% | +13.1% | -39.6% | -29.1% |
| 6M | -41.4% | +14.0% | -55.4% | -43.6% |
| YTD | +30.7% | +24.2% | +6.5% | +24.1% |
| 1Y | -10.8% | +36.4% | -47.2% | -12.3% |
| All | -10.8% | +37.8% | -48.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling