-99.1%
NVD vs FHN
+114.1%
-213.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | -0.5% |
| 7D | +10.8% | -1.9% | +12.7% | +9.4% |
| 30D | +0.8% | -5.4% | +6.2% | -2.9% |
| 3M | -20.8% | -1.4% | -19.4% | -21.5% |
| 6M | -41.2% | +9.9% | -51.0% | -36.5% |
| YTD | -44.2% | +3.9% | -48.1% | -41.6% |
| 1Y | -54.2% | +10.6% | -64.8% | -49.5% |
| 3Y | -99.1% | +130.7% | -229.8% | -98.6% |
| All | -99.1% | +114.1% | -213.2% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling