+89.0%
FDX vs NVTS
-31.5%
+120.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.3% | -7.8% | +2.9% |
| 7D | +0.2% | +20.8% | -20.6% | -0.9% |
| 30D | +9.3% | -11.1% | +20.4% | +9.7% |
| 3M | +0.5% | -31.0% | +31.5% | +1.9% |
| 6M | +5.3% | -47.4% | +52.7% | +7.0% |
| YTD | +38.6% | +34.2% | +4.4% | +32.1% |
| 1Y | +53.5% | +22.2% | +31.3% | +46.5% |
| 3Y | +74.2% | +68.4% | +5.9% | +52.7% |
| 5Y | +75.3% | -39.0% | +114.3% | +53.5% |
| All | +89.0% | -31.5% | +120.5% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling