-20.1%
NVDL vs FHN
+14.6%
-34.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.6% |
| 7D | -14.0% | +2.3% | -16.3% | -14.7% |
| 30D | -31.2% | +1.6% | -32.8% | -31.6% |
| 3M | -15.5% | -8.4% | -7.1% | -12.4% |
| 6M | -10.3% | -2.3% | -8.0% | -10.2% |
| YTD | -5.8% | +1.5% | -7.3% | -11.0% |
| 1Y | -20.1% | +15.0% | -35.1% | -30.5% |
| All | -20.1% | +14.6% | -34.7% | -30.5% |
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