+140.1%
FN vs NVD
-98.7%
+238.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.8% | +11.7% | +3.8% |
| 7D | +8.0% | +27.3% | -19.3% | +19.8% |
| 30D | -19.1% | +59.9% | -79.1% | -1.3% |
| 3M | -29.8% | +39.4% | -69.3% | -16.5% |
| 6M | -43.2% | +27.6% | -70.8% | -31.6% |
| YTD | -18.9% | -17.9% | -1.0% | -11.3% |
| 1Y | -17.9% | -14.5% | -3.4% | -7.4% |
| 3Y | +120.1% | -98.6% | +218.7% | +21.6% |
| All | +140.1% | -98.7% | +238.9% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling