+46.2%
FE vs NVS
+88.8%
-42.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.2% | +3.1% |
| 7D | +0.6% | -14.6% | +15.2% | +4.8% |
| 30D | -2.1% | -11.9% | +9.8% | +0.8% |
| 3M | +2.6% | -6.0% | +8.6% | +3.4% |
| 6M | -6.8% | -11.4% | +4.6% | -4.4% |
| YTD | +6.9% | +2.9% | +4.0% | +4.3% |
| 1Y | +11.6% | +10.2% | +1.3% | +6.1% |
| 3Y | +47.7% | +55.3% | -7.6% | +23.0% |
| 5Y | +46.2% | +89.6% | -43.4% | +13.7% |
| All | +46.2% | +88.8% | -42.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 5y: compounded portfolio wealth divided by compounded NVS 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…
5y analysis · Full analysis span regression · 6 months rolling