-99.1%
NVD vs FTV
-5.5%
-93.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +2.3% |
| 7D | +9.0% | -5.2% | +14.2% | +4.0% |
| 30D | -5.5% | -11.5% | +6.1% | -15.5% |
| 3M | -24.6% | -9.0% | -15.6% | -30.6% |
| 6M | -42.1% | -2.0% | -40.0% | -41.8% |
| YTD | -44.3% | -0.9% | -43.4% | -43.9% |
| 1Y | -54.2% | +14.8% | -69.0% | -43.8% |
| All | -99.1% | -5.5% | -93.6% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling