+750.3%
NVT vs FFIV
+159.4%
+590.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +2.8% |
| 7D | +4.1% | +5.4% | -1.4% | +1.0% |
| 30D | -5.1% | -2.7% | -2.5% | -3.9% |
| 3M | -1.2% | +4.5% | -5.7% | -4.0% |
| 6M | +46.6% | +42.2% | +4.4% | +18.5% |
| YTD | +60.0% | +61.3% | -1.3% | +18.9% |
| 1Y | +70.8% | +23.0% | +47.7% | +47.3% |
| 3Y | +187.5% | +156.3% | +31.3% | +59.1% |
| 5Y | +426.1% | +102.9% | +323.3% | +221.3% |
| All | +750.3% | +159.4% | +590.9% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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