+717.0%
NVT vs FFIV
+146.0%
+571.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +5.1% | -1.0% | +6.0% | +5.6% |
| 30D | -3.7% | -5.1% | +1.4% | -1.1% |
| 3M | -10.1% | -4.5% | -5.7% | -8.0% |
| 6M | +37.5% | +36.5% | +1.0% | +13.8% |
| YTD | +53.7% | +53.0% | +0.8% | +17.8% |
| 1Y | +70.9% | +24.2% | +46.6% | +46.1% |
| 3Y | +180.4% | +137.2% | +43.2% | +62.2% |
| 5Y | +393.5% | +91.8% | +301.7% | +211.3% |
| All | +717.0% | +146.0% | +571.0% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling