+56.0%
NVT vs FRMI
-78.6%
+134.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.8% |
| 7D | +2.0% | +10.9% | -8.9% | +0.8% |
| 30D | -7.2% | -24.3% | +17.1% | -4.5% |
| 3M | -0.9% | -21.8% | +20.9% | +0.4% |
| 6M | +42.6% | -33.0% | +75.6% | +45.0% |
| YTD | +52.9% | -32.6% | +85.5% | +54.8% |
| All | +56.0% | -78.6% | +134.6% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling