+89.3%
FDX vs NVTS
-31.6%
+120.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.0% | -0.8% |
| 7D | +0.8% | +21.6% | -20.8% | -0.3% |
| 30D | +9.9% | -8.5% | +18.4% | +10.1% |
| 3M | -1.9% | -31.4% | +29.5% | -0.5% |
| 6M | +6.1% | -50.3% | +56.4% | +8.3% |
| YTD | +38.8% | +33.9% | +4.9% | +32.3% |
| 1Y | +50.0% | +10.6% | +39.3% | +44.2% |
| 3Y | +71.0% | +52.7% | +18.3% | +51.9% |
| 5Y | +72.5% | -48.5% | +121.0% | +52.5% |
| All | +89.3% | -31.6% | +120.9% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling