+3.6%
NVT vs FRMI
-93.1%
+96.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -10.6% | -2.2% | -11.0% |
| 7D | -19.5% | -39.7% | +20.3% | -12.9% |
| 30D | -32.4% | -55.2% | +22.8% | -24.1% |
| 3M | -30.3% | -71.2% | +40.8% | -17.3% |
| 6M | -30.4% | -64.1% | +33.7% | -22.0% |
| YTD | +11.3% | -77.2% | +88.6% | +31.7% |
| 1Y | +3.6% | -93.2% | +96.7% | +50.4% |
| All | +3.6% | -93.1% | +96.7% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling