+204.0%
NVT vs FN
+170.4%
+33.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +11.7% | -3.7% | +3.5% |
| 7D | -15.7% | 0.0% | -15.6% | -15.6% |
| 30D | -36.6% | -34.3% | -2.3% | -25.8% |
| 3M | -34.8% | -39.9% | +5.0% | -22.0% |
| 6M | -38.2% | -51.8% | +13.6% | -21.5% |
| YTD | +4.8% | -28.1% | +33.0% | +12.4% |
| 1Y | -2.8% | -29.1% | +26.3% | +4.3% |
| 3Y | +119.5% | +102.4% | +17.1% | +55.9% |
| All | +204.0% | +170.4% | +33.6% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling