-30.1%
NVTS vs FFIV
+52.2%
-82.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.7% | -3.9% |
| 7D | +3.9% | -0.5% | +4.5% | +4.9% |
| 30D | -4.3% | -32.4% | +28.1% | +33.4% |
| 3M | -34.5% | -25.7% | -8.8% | -17.1% |
| 6M | -57.7% | -13.5% | -44.2% | -53.7% |
| YTD | +25.4% | +21.1% | +4.2% | -1.5% |
| 1Y | +13.1% | +29.4% | -16.3% | -17.2% |
| 3Y | +48.9% | +94.9% | -46.0% | -36.5% |
| 5Y | -51.8% | +34.7% | -86.5% | -70.9% |
| All | -30.1% | +52.2% | -82.3% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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