-99.2%
NVD vs FTV
-1.0%
-98.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.6% | +3.2% |
| 7D | -7.7% | -0.4% | -7.3% | -7.9% |
| 30D | -5.8% | -8.3% | +2.5% | -13.0% |
| 3M | -23.2% | -7.4% | -15.8% | -28.0% |
| 6M | -49.7% | -1.2% | -48.5% | -49.3% |
| YTD | -47.7% | +2.7% | -50.4% | -45.5% |
| 1Y | -61.3% | +18.4% | -79.8% | -51.5% |
| 3Y | -99.2% | -2.0% | -97.1% | -99.0% |
| All | -99.2% | -1.0% | -98.2% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling