-54.2%
NVD vs FHN
+11.4%
-65.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.7% | +4.7% |
| 7D | +9.0% | -0.8% | +9.8% | +8.7% |
| 30D | -5.5% | -2.6% | -2.8% | -6.2% |
| 3M | -24.6% | +0.8% | -25.5% | -24.2% |
| 6M | -42.1% | +9.2% | -51.3% | -38.8% |
| YTD | -44.3% | +5.1% | -49.4% | -41.6% |
| 1Y | -54.2% | +12.2% | -66.4% | -53.4% |
| All | -54.2% | +11.4% | -65.6% | -53.4% |
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