+181.1%
NVT vs FN
+166.1%
+15.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.4% |
| 7D | +5.1% | -1.7% | +6.8% | +5.8% |
| 30D | -3.7% | -22.0% | +18.3% | +5.1% |
| 3M | -10.1% | -43.0% | +32.9% | +9.2% |
| 6M | +37.5% | -27.7% | +65.2% | +49.0% |
| YTD | +53.7% | -10.5% | +64.2% | +50.3% |
| 1Y | +70.9% | +12.5% | +58.4% | +51.0% |
| All | +181.1% | +166.1% | +15.0% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling