+402.7%
NVT vs FGI
-69.8%
+472.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.2% |
| 7D | +10.4% | +5.2% | +5.2% | +10.3% |
| 30D | -1.3% | +65.2% | -66.5% | -2.8% |
| 3M | -0.6% | +30.2% | -30.8% | -1.9% |
| 6M | +53.8% | +87.8% | -34.0% | +49.7% |
| YTD | +60.2% | +32.5% | +27.7% | +56.6% |
| 1Y | +76.8% | +93.6% | -16.8% | +72.1% |
| 3Y | +191.2% | -2.6% | +193.8% | +186.8% |
| All | +402.7% | -69.8% | +472.5% | +405.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling