-99.1%
NVD vs FHN
+116.7%
-215.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.7% | +5.0% |
| 7D | +9.0% | -0.8% | +9.8% | +8.5% |
| 30D | -5.5% | -2.6% | -2.8% | -7.0% |
| 3M | -24.6% | +0.8% | -25.5% | -24.1% |
| 6M | -42.1% | +9.2% | -51.3% | -37.7% |
| YTD | -44.3% | +5.1% | -49.4% | -41.3% |
| 1Y | -54.2% | +12.2% | -66.4% | -49.0% |
| 3Y | -99.1% | +132.4% | -231.5% | -98.6% |
| All | -99.1% | +116.7% | -215.8% | -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 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