+70.8%
NVT vs FHN
+11.5%
+59.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +4.1% | -1.2% | +5.3% | +4.6% |
| 30D | -5.1% | -4.8% | -0.3% | -3.1% |
| 3M | -1.2% | -0.7% | -0.4% | -1.1% |
| 6M | +46.6% | +10.6% | +36.0% | +39.4% |
| YTD | +60.0% | +4.6% | +55.4% | +55.7% |
| 1Y | +70.8% | +11.4% | +59.4% | +62.2% |
| All | +70.8% | +11.5% | +59.3% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling