+3.6%
NVT vs FN
-25.7%
+29.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.0% | -6.7% | -10.2% |
| 7D | -19.5% | -7.0% | -12.5% | -17.0% |
| 30D | -32.4% | -24.7% | -7.7% | -24.6% |
| 3M | -30.3% | -35.7% | +5.3% | -18.4% |
| 6M | -30.4% | -52.4% | +22.0% | -11.5% |
| YTD | +11.3% | -25.0% | +36.3% | +17.4% |
| 1Y | +3.6% | -25.7% | +29.2% | +9.3% |
| All | +3.6% | -25.7% | +29.3% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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