+68.4%
NVTS vs FFIV
+103.5%
-35.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.2% | +9.0% | +9.6% |
| 7D | +20.8% | -2.1% | +22.9% | +23.6% |
| 30D | -11.1% | -33.8% | +22.6% | +18.3% |
| 3M | -31.0% | -20.6% | -10.4% | -21.1% |
| 6M | -47.4% | -10.2% | -37.1% | -44.5% |
| YTD | +34.2% | +24.5% | +9.7% | +10.7% |
| 1Y | +22.2% | +29.3% | -7.1% | -2.4% |
| 3Y | +68.4% | +103.8% | -35.4% | -10.5% |
| All | +68.4% | +103.5% | -35.1% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling