-9.4%
NVTS vs FTV
+2.1%
-11.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.0% |
| 7D | +3.5% | -1.3% | +4.8% | +4.8% |
| 30D | -11.9% | -9.5% | -2.4% | -1.9% |
| 3M | -49.2% | -10.9% | -38.3% | -43.6% |
| 6M | +38.4% | -0.6% | +39.1% | +35.2% |
| YTD | +62.5% | +1.4% | +61.0% | +49.0% |
| 1Y | +101.4% | +17.6% | +83.8% | +50.2% |
| 3Y | +40.4% | -3.3% | +43.7% | +37.3% |
| All | -9.4% | +2.1% | -11.5% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling