-98.5%
NVD vs FHN
+107.3%
-205.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +4.2% |
| 7D | +28.6% | +2.1% | +26.5% | +30.3% |
| 30D | +73.6% | +3.8% | +69.8% | +78.0% |
| 3M | +70.1% | -8.9% | +79.0% | +59.8% |
| 6M | +53.6% | +1.8% | +51.8% | +56.1% |
| YTD | -7.0% | +0.6% | -7.6% | -4.8% |
| 1Y | -9.0% | +12.9% | -21.9% | +1.4% |
| 3Y | -98.3% | +126.4% | -224.7% | -97.3% |
| All | -98.5% | +107.3% | -205.9% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling