+81.1%
FDX vs NVTS
+109.2%
-28.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -0.8% |
| 7D | -2.5% | +2.7% | -5.2% | -2.6% |
| 30D | +3.8% | -4.5% | +8.3% | +3.8% |
| 3M | -1.3% | -61.5% | +60.2% | +1.8% |
| 6M | +5.0% | +28.0% | -23.0% | +2.2% |
| YTD | +39.6% | +65.3% | -25.6% | +35.6% |
| 1Y | +81.1% | +113.0% | -31.9% | +74.0% |
| All | +81.1% | +109.2% | -28.1% | +74.0% |
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