-6.3%
NVTS vs FFIV
+91.8%
-98.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | +9.7% | -1.5% | +11.2% | +11.3% |
| 30D | -13.6% | -2.7% | -11.0% | -11.7% |
| 3M | -51.0% | -1.7% | -49.3% | -50.2% |
| 6M | +46.3% | +36.1% | +10.2% | +8.4% |
| YTD | +68.1% | +52.6% | +15.4% | +11.0% |
| 1Y | +113.9% | +21.5% | +92.4% | +71.5% |
| 3Y | +45.3% | +142.7% | -97.4% | -47.0% |
| All | -6.3% | +91.8% | -98.0% | -55.2% |
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 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