+34.3%
FANG vs NVT
+3.0%
+31.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.7% | +7.8% | -5.3% |
| 7D | -11.3% | -19.5% | +8.2% | -12.0% |
| 30D | -0.7% | -32.4% | +31.7% | -2.3% |
| 3M | -4.2% | -30.3% | +26.2% | -5.5% |
| 6M | -13.5% | -30.4% | +17.0% | -13.9% |
| YTD | +23.7% | +11.3% | +12.4% | +30.5% |
| 1Y | +34.3% | +3.6% | +30.8% | +43.2% |
| All | +34.3% | +3.0% | +31.3% | +43.2% |
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