+489.9%
NVT vs FN
+1,057.5%
-567.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.0% | +0.2% |
| 7D | -13.0% | -4.1% | -8.9% | -11.2% |
| 30D | -32.7% | -28.3% | -4.4% | -23.1% |
| 3M | -30.6% | -33.9% | +3.3% | -18.9% |
| 6M | -33.6% | -43.9% | +10.3% | -19.1% |
| YTD | +11.0% | -23.4% | +34.5% | +15.7% |
| 1Y | +0.8% | -25.4% | +26.2% | +5.7% |
| 3Y | +125.7% | +107.9% | +17.8% | +44.9% |
| 5Y | +231.1% | +195.1% | +36.1% | +71.5% |
| All | +489.9% | +1,057.5% | -567.6% | +82.7% |
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