+227.1%
NVT vs FDS
-23.2%
+250.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +8.0% | +1.5% | +6.5% | +7.9% |
| 30D | -24.8% | +14.8% | -39.6% | -25.5% |
| 3M | -32.4% | +16.3% | -48.7% | -33.2% |
| 6M | -33.5% | +66.2% | -99.7% | -39.0% |
| YTD | +13.2% | +16.2% | -3.0% | +14.0% |
| 1Y | +9.0% | +21.8% | -12.9% | +7.2% |
| 3Y | +129.4% | -23.9% | +153.3% | +174.3% |
| All | +227.1% | -23.2% | +250.3% | +284.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling