+63.3%
NVT vs FRMI
-78.1%
+141.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.4% |
| 7D | +4.1% | +7.4% | -3.4% | +3.2% |
| 30D | -5.1% | -27.6% | +22.5% | -1.9% |
| 3M | -1.2% | -20.9% | +19.7% | 0.0% |
| 6M | +46.6% | -36.6% | +83.2% | +50.1% |
| YTD | +60.0% | -31.3% | +91.2% | +61.6% |
| All | +63.3% | -78.1% | +141.4% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling