+750.3%
NVT vs FTV
+17.1%
+733.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | +4.1% | -4.0% | +8.0% | +7.5% |
| 30D | -5.1% | -11.0% | +5.9% | +4.1% |
| 3M | -1.2% | -8.4% | +7.2% | +5.1% |
| 6M | +46.6% | -2.6% | +49.1% | +47.3% |
| YTD | +60.0% | -0.6% | +60.6% | +55.0% |
| 1Y | +70.8% | +11.0% | +59.8% | +49.4% |
| 3Y | +187.5% | -6.3% | +193.9% | +190.0% |
| 5Y | +426.1% | -1.5% | +427.7% | +401.9% |
| All | +750.3% | +17.1% | +733.1% | +572.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling