-61.4%
NVD vs FHN
+13.2%
-74.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -11.1% | +1.2% | -12.3% | -10.6% |
| 30D | -13.3% | -4.7% | -8.6% | -14.6% |
| 3M | -19.8% | +3.5% | -23.4% | -18.5% |
| 6M | -48.8% | +7.8% | -56.6% | -46.0% |
| YTD | -49.7% | +5.9% | -55.5% | -47.0% |
| 1Y | -61.4% | +12.5% | -73.8% | -59.7% |
| All | -61.4% | +13.2% | -74.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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