+730.1%
NVT vs FN
+1,289.1%
-559.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.7% |
| 7D | +7.0% | +5.8% | +1.2% | +4.7% |
| 30D | -2.3% | -20.6% | +18.3% | +6.1% |
| 3M | -3.1% | -28.6% | +25.5% | +8.7% |
| 6M | +47.0% | -20.7% | +67.7% | +54.3% |
| YTD | +56.2% | -8.1% | +64.3% | +51.3% |
| 1Y | +74.5% | +13.3% | +61.2% | +54.2% |
| 3Y | +184.0% | +175.7% | +8.3% | +62.7% |
| 5Y | +410.8% | +297.4% | +113.4% | +131.3% |
| All | +730.1% | +1,289.1% | -559.0% | +139.1% |
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