-39.0%
NVTS vs FFIV
+42.4%
-81.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.2% | +9.0% | +9.2% |
| 7D | +20.8% | -2.1% | +22.9% | +24.2% |
| 30D | -11.1% | -33.8% | +22.6% | +27.0% |
| 3M | -31.0% | -20.6% | -10.4% | -18.4% |
| 6M | -47.4% | -10.2% | -37.1% | -44.1% |
| YTD | +34.2% | +24.5% | +9.7% | +2.5% |
| 1Y | +22.2% | +29.3% | -7.1% | -10.9% |
| 3Y | +68.4% | +103.8% | -35.4% | -31.9% |
| 5Y | -39.0% | +40.9% | -79.9% | -65.4% |
| All | -39.0% | +42.4% | -81.4% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling