+730.1%
NVT vs FHN
+76.5%
+653.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -2.3% | -2.6% | +0.2% | -1.0% |
| 3M | -3.1% | 0.0% | -3.1% | -3.3% |
| 6M | +47.0% | +9.2% | +37.8% | +40.2% |
| YTD | +56.2% | +4.3% | +51.9% | +52.3% |
| 1Y | +74.5% | +10.8% | +63.8% | +64.0% |
| 3Y | +184.0% | +130.7% | +53.3% | +83.6% |
| 5Y | +410.8% | +87.4% | +323.4% | +217.4% |
| All | +730.1% | +76.5% | +653.7% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling