+750.3%
NVT vs FHN
+76.9%
+673.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | +4.1% | -1.2% | +5.3% | +4.7% |
| 30D | -5.1% | -4.8% | -0.3% | -2.8% |
| 3M | -1.2% | -0.7% | -0.4% | -1.1% |
| 6M | +46.6% | +10.6% | +36.0% | +38.9% |
| YTD | +60.0% | +4.6% | +55.4% | +55.8% |
| 1Y | +70.8% | +11.4% | +59.4% | +60.1% |
| 3Y | +187.5% | +132.3% | +55.3% | +85.3% |
| 5Y | +426.1% | +90.2% | +336.0% | +223.9% |
| All | +750.3% | +76.9% | +673.4% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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