+101.4%
NVTS vs FFIV
+26.5%
+74.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -5.9% |
| 7D | +3.5% | +3.5% | 0.0% | +0.9% |
| 30D | -11.9% | -1.3% | -10.6% | -11.3% |
| 3M | -49.2% | +2.4% | -51.6% | -49.7% |
| 6M | +38.4% | +41.8% | -3.4% | +16.1% |
| YTD | +62.5% | +58.5% | +3.9% | +33.3% |
| 1Y | +101.4% | +24.3% | +77.0% | +64.8% |
| All | +101.4% | +26.5% | +74.9% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling