+130.3%
FN vs NVD
-98.6%
+228.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.0% | -13.1% | -0.9% |
| 7D | +20.8% | +17.0% | +3.8% | +28.5% |
| 30D | -17.3% | +77.3% | -94.6% | +4.9% |
| 3M | -38.1% | +61.6% | -99.7% | -22.5% |
| 6M | -44.2% | +40.7% | -84.9% | -30.4% |
| YTD | -22.3% | -10.5% | -11.8% | -12.1% |
| 1Y | -20.9% | -6.1% | -14.8% | -7.7% |
| 3Y | +111.1% | -98.4% | +209.5% | +20.5% |
| All | +130.3% | -98.6% | +228.9% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling