+225.6%
FANG vs NVT
+419.5%
-194.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.9% | -1.5% |
| 7D | +2.9% | +4.1% | -1.2% | +1.7% |
| 30D | +2.6% | -5.1% | +7.7% | +3.7% |
| 3M | +7.6% | -1.2% | +8.7% | +6.6% |
| 6M | +17.3% | +46.6% | -29.3% | +1.1% |
| YTD | +38.7% | +60.0% | -21.3% | +14.9% |
| 1Y | +51.6% | +70.8% | -19.1% | +21.1% |
| 3Y | +50.0% | +187.5% | -137.6% | -11.6% |
| All | +225.6% | +419.5% | -194.0% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling