+180.7%
NVT vs FFIV
+151.3%
+29.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.3% | -4.4% |
| 7D | +7.0% | +3.5% | +3.5% | +5.1% |
| 30D | -2.3% | -1.3% | -1.0% | -1.9% |
| 3M | -3.1% | +2.4% | -5.5% | -4.5% |
| 6M | +47.0% | +41.8% | +5.2% | +21.9% |
| YTD | +56.2% | +58.5% | -2.3% | +20.3% |
| 1Y | +74.5% | +24.3% | +50.2% | +54.4% |
| All | +180.7% | +151.3% | +29.4% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling