+82.6%
FDX vs NVTS
-17.0%
+99.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | -1.4% |
| 7D | -2.3% | +3.5% | -5.8% | -2.5% |
| 30D | -4.9% | -11.9% | +7.0% | -4.4% |
| 3M | -6.5% | -49.2% | +42.8% | -3.6% |
| 6M | +6.7% | +38.4% | -31.8% | +2.5% |
| YTD | +33.9% | +62.5% | -28.6% | +26.8% |
| 1Y | +72.2% | +101.4% | -29.2% | +59.0% |
| 3Y | +60.2% | +40.4% | +19.8% | +46.1% |
| All | +82.6% | -17.0% | +99.6% | +57.0% |
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 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