+42.9%
FANG vs NVT
+73.8%
-30.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.8% |
| 7D | +0.8% | +5.1% | -4.3% | +0.9% |
| 30D | +7.6% | -3.7% | +11.3% | +7.5% |
| 3M | -1.3% | -10.1% | +8.9% | -1.3% |
| 6M | +14.7% | +37.5% | -22.8% | +17.6% |
| YTD | +34.8% | +53.7% | -18.9% | +38.2% |
| 1Y | +42.9% | +70.9% | -27.9% | +44.1% |
| All | +42.9% | +73.8% | -30.9% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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