-33.5%
NVT vs FFIV
-12.8%
-20.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | +8.0% | -0.5% | +8.5% | +8.2% |
| 30D | -24.8% | -32.4% | +7.6% | -17.5% |
| 3M | -32.4% | -25.7% | -6.7% | -29.0% |
| 6M | -33.5% | -13.5% | -20.0% | -33.9% |
| All | -33.5% | -12.8% | -20.7% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling