+12.5%
FN vs NVD
-61.9%
+74.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +2.5% |
| 7D | -1.7% | -11.1% | +9.4% | -6.6% |
| 30D | -22.0% | -13.3% | -8.7% | -24.9% |
| 3M | -43.0% | -19.8% | -23.2% | -44.9% |
| 6M | -27.7% | -48.8% | +21.0% | -42.2% |
| YTD | -10.5% | -49.7% | +39.1% | -26.6% |
| 1Y | +12.5% | -61.4% | +73.9% | -11.2% |
| All | +12.5% | -61.9% | +74.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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