+3.6%
NVT vs FDS
+31.1%
-27.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.9% | -15.6% | -11.6% |
| 7D | -19.5% | +9.4% | -28.9% | -16.4% |
| 30D | -32.4% | +23.8% | -56.2% | -26.6% |
| 3M | -30.3% | +25.1% | -55.5% | -23.4% |
| 6M | -30.4% | +53.8% | -84.2% | -17.4% |
| YTD | +11.3% | +19.6% | -8.2% | +23.6% |
| 1Y | +3.6% | +31.6% | -28.1% | +19.2% |
| All | +3.6% | +31.1% | -27.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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