+751.2%
NVT vs FTV
+21.0%
+730.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.8% |
| 7D | +10.4% | -0.4% | +10.8% | +10.7% |
| 30D | -1.3% | -8.3% | +7.0% | +5.7% |
| 3M | -0.6% | -7.4% | +6.8% | +4.7% |
| 6M | +53.8% | -1.2% | +55.0% | +52.8% |
| YTD | +60.2% | +2.7% | +57.5% | +51.2% |
| 1Y | +76.8% | +18.4% | +58.3% | +46.3% |
| 3Y | +191.2% | -2.0% | +193.3% | +183.1% |
| 5Y | +430.9% | +3.4% | +427.5% | +386.2% |
| All | +751.2% | +21.0% | +730.2% | +556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling