+751.2%
NVT vs FDS
+64.0%
+687.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.5% | +5.5% |
| 7D | +10.4% | -5.4% | +15.7% | +12.2% |
| 30D | -1.3% | +1.6% | -2.9% | -2.3% |
| 3M | -0.6% | +17.7% | -18.4% | -8.5% |
| 6M | +53.8% | +29.1% | +24.7% | +33.2% |
| YTD | +60.2% | +1.0% | +59.2% | +53.8% |
| 1Y | +76.8% | -21.6% | +98.4% | +91.0% |
| 3Y | +191.2% | -30.1% | +221.3% | +229.4% |
| 5Y | +430.9% | -20.7% | +451.7% | +444.2% |
| All | +751.2% | +64.0% | +687.3% | +425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling