-55.6%
NVTS vs FTV
+17.3%
-72.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | +3.9% | +3.9% | 0.0% | -0.1% |
| 30D | -4.3% | +18.7% | -23.0% | -20.2% |
| 3M | -34.5% | +10.0% | -44.5% | -40.6% |
| 6M | -57.7% | +14.6% | -72.3% | -64.1% |
| YTD | +25.4% | +23.4% | +1.9% | -6.6% |
| 1Y | +13.1% | +31.3% | -18.1% | -22.5% |
| 3Y | +48.9% | +39.8% | +9.1% | -6.4% |
| All | -55.6% | +17.3% | -72.9% | -72.8% |
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