+457.1%
NVT vs FN
+986.4%
-529.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +11.7% | -3.7% | +3.2% |
| 7D | -15.7% | 0.0% | -15.6% | -15.6% |
| 30D | -36.6% | -34.3% | -2.3% | -24.9% |
| 3M | -34.8% | -39.9% | +5.0% | -20.9% |
| 6M | -38.2% | -51.8% | +13.6% | -20.0% |
| YTD | +4.8% | -28.1% | +33.0% | +12.2% |
| 1Y | -2.8% | -29.1% | +26.3% | +4.1% |
| 3Y | +119.5% | +102.4% | +17.1% | +42.5% |
| 5Y | +204.7% | +171.7% | +33.1% | +63.6% |
| All | +457.1% | +986.4% | -529.3% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling