+501.5%
NVT vs FN
+989.3%
-487.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +2.3% |
| 7D | +8.0% | +0.3% | +7.7% | +7.6% |
| 30D | -24.8% | -16.5% | -8.2% | -19.0% |
| 3M | -32.4% | -42.1% | +9.7% | -16.8% |
| 6M | -33.5% | -52.9% | +19.4% | -13.1% |
| YTD | +13.2% | -28.0% | +41.1% | +20.7% |
| 1Y | +9.0% | -18.5% | +27.5% | +10.3% |
| 3Y | +129.4% | +93.9% | +35.5% | +51.3% |
| 5Y | +230.1% | +170.5% | +59.6% | +77.2% |
| All | +501.5% | +989.3% | -487.7% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling