+12.3%
FN vs NVD
-61.7%
+74.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +3.9% |
| 7D | +3.5% | -7.7% | +11.2% | 0.0% |
| 30D | -26.0% | -5.8% | -20.2% | -26.2% |
| 3M | -33.3% | -23.2% | -10.0% | -37.4% |
| 6M | -14.9% | -49.7% | +34.8% | -33.3% |
| YTD | -8.6% | -47.7% | +39.1% | -24.0% |
| 1Y | +12.3% | -61.3% | +73.7% | -12.3% |
| All | +12.3% | -61.7% | +74.0% | -12.3% |
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 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