+112.9%
FN vs NVD
-98.9%
+211.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.5% | +17.1% | +9.7% |
| 7D | 0.0% | +16.8% | -16.9% | +7.8% |
| 30D | -34.3% | +54.3% | -88.6% | -21.0% |
| 3M | -39.9% | +24.3% | -64.1% | -31.3% |
| 6M | -51.8% | +0.6% | -52.4% | -46.7% |
| YTD | -28.1% | -27.7% | -0.5% | -25.0% |
| 1Y | -29.1% | -29.4% | +0.3% | -24.9% |
| 3Y | +102.4% | -98.8% | +201.3% | +3.8% |
| All | +112.9% | -98.9% | +211.8% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling