+93.1%
FOXA vs NVT
+419.5%
-326.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.5% | +0.4% |
| 7D | +0.8% | +4.1% | -3.3% | +0.1% |
| 30D | +5.0% | -5.1% | +10.2% | +5.8% |
| 3M | -3.0% | -1.2% | -1.9% | -3.6% |
| 6M | +14.8% | +46.6% | -31.8% | +4.3% |
| YTD | -8.9% | +60.0% | -68.9% | -19.2% |
| 1Y | +13.3% | +70.8% | -57.5% | -1.7% |
| 3Y | +115.4% | +187.5% | -72.1% | +50.6% |
| All | +93.1% | +419.5% | -326.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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