-7.8%
NVTS vs FFIV
+92.2%
-100.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.7% |
| 7D | +2.7% | -1.0% | +3.7% | +3.6% |
| 30D | -4.5% | -5.1% | +0.6% | -0.3% |
| 3M | -61.5% | -4.5% | -57.1% | -59.5% |
| 6M | +28.0% | +36.5% | -8.5% | -5.5% |
| YTD | +65.3% | +53.0% | +12.3% | +8.9% |
| 1Y | +113.0% | +24.2% | +88.8% | +66.7% |
| 3Y | +34.7% | +137.2% | -102.5% | -49.4% |
| All | -7.8% | +92.2% | -100.0% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling