+65.0%
FDX vs NVTS
-9.1%
+74.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.0% | -5.4% | +3.3% |
| 7D | +8.1% | -0.3% | +8.5% | +8.1% |
| 30D | +13.9% | -24.4% | +38.3% | +14.9% |
| 3M | +5.5% | -26.5% | +32.0% | +6.4% |
| 6M | +15.1% | -41.4% | +56.5% | +15.7% |
| YTD | +43.2% | +30.7% | +12.5% | +42.3% |
| 1Y | +65.0% | -10.8% | +75.9% | +59.4% |
| All | +65.0% | -9.1% | +74.1% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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