+56.9%
NVT vs FRMI
-79.6%
+136.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.8% | +2.0% |
| 7D | +5.1% | +2.4% | +2.7% | +4.8% |
| 30D | -3.7% | -17.3% | +13.6% | -2.1% |
| 3M | -10.1% | -17.2% | +7.0% | -9.6% |
| 6M | +37.5% | -43.4% | +80.8% | +42.7% |
| YTD | +53.7% | -36.0% | +89.7% | +56.6% |
| All | +56.9% | -79.6% | +136.5% | +73.9% |
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