+86.3%
FOXA vs NVT
+577.8%
-491.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | -5.4% | +7.0% | -12.4% | -7.3% |
| 30D | +1.1% | -2.3% | +3.5% | +1.5% |
| 3M | -6.1% | -3.1% | -3.0% | -6.9% |
| 6M | +8.2% | +47.0% | -38.8% | -7.4% |
| YTD | -11.8% | +56.2% | -68.0% | -26.6% |
| 1Y | +9.9% | +74.5% | -64.6% | -13.0% |
| 3Y | +110.7% | +184.0% | -73.3% | +28.5% |
| 5Y | +86.9% | +410.8% | -323.8% | -15.6% |
| All | +86.3% | +577.8% | -491.5% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling