+750.3%
NVT vs FDS
+47.4%
+702.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +5.0% |
| 7D | +4.1% | -14.0% | +18.1% | +9.0% |
| 30D | -5.1% | -6.2% | +1.1% | -3.7% |
| 3M | -1.2% | +10.2% | -11.3% | -7.3% |
| 6M | +46.6% | +27.4% | +19.1% | +25.9% |
| YTD | +60.0% | -9.3% | +69.3% | +58.8% |
| 1Y | +70.8% | -28.6% | +99.4% | +89.6% |
| 3Y | +187.5% | -36.8% | +224.4% | +235.1% |
| 5Y | +426.1% | -28.6% | +454.8% | +456.9% |
| All | +750.3% | +47.4% | +702.9% | +442.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling