+89.4%
FDX vs NVTS
-32.9%
+122.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +0.5% | +9.6% | -9.1% | -0.1% |
| 30D | +9.5% | -13.0% | +22.5% | +10.0% |
| 3M | -1.3% | -28.8% | +27.4% | -0.1% |
| 6M | +5.5% | -48.5% | +54.0% | +7.3% |
| YTD | +38.9% | +31.4% | +7.5% | +32.5% |
| 1Y | +58.8% | -2.3% | +61.1% | +53.6% |
| 3Y | +71.1% | +49.8% | +21.3% | +52.1% |
| 5Y | +76.3% | -43.2% | +119.5% | +55.0% |
| All | +89.4% | -32.9% | +122.3% | +64.0% |
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 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