-6.3%
NVTS vs FTV
+3.4%
-9.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.5% |
| 7D | +9.7% | -0.4% | +10.1% | +10.0% |
| 30D | -13.6% | -8.3% | -5.3% | -5.1% |
| 3M | -51.0% | -7.4% | -43.6% | -48.1% |
| 6M | +46.3% | -1.2% | +47.5% | +43.9% |
| YTD | +68.1% | +2.7% | +65.4% | +52.0% |
| 1Y | +113.9% | +18.4% | +95.5% | +58.5% |
| 3Y | +45.3% | -2.0% | +47.3% | +40.1% |
| All | -6.3% | +3.4% | -9.7% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling