+58.5%
FDX vs NVTS
+14.0%
+44.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.3% | -7.8% | +2.9% |
| 7D | +0.2% | +20.8% | -20.6% | -0.8% |
| 30D | +9.3% | -11.1% | +20.4% | +9.6% |
| 3M | +0.5% | -31.0% | +31.5% | +1.8% |
| 6M | +5.3% | -47.4% | +52.7% | +6.6% |
| YTD | +38.6% | +34.2% | +4.4% | +31.7% |
| All | +58.5% | +14.0% | +44.4% | +50.2% |
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