+2,622.7%
NVDL vs FHN
+14.6%
+2,608.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -0.8% | 0.0% | -0.9% | -0.8% |
| 30D | +3.4% | -2.6% | +6.0% | +4.5% |
| 3M | +8.1% | 0.0% | +8.1% | +7.8% |
| 6M | +31.9% | +9.2% | +22.6% | +26.5% |
| YTD | +21.1% | +4.3% | +16.8% | +18.2% |
| 1Y | +34.0% | +10.8% | +23.3% | +27.1% |
| 3Y | +677.9% | +130.7% | +547.2% | +539.1% |
| All | +2,622.7% | +14.6% | +2,608.2% | +2,404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling