-9.1%
NVTS vs FHN
+69.9%
-79.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.4% | -1.2% | -0.2% | -0.9% |
| 30D | -16.5% | -4.8% | -11.7% | -14.6% |
| 3M | -47.6% | -0.7% | -46.9% | -47.7% |
| 6M | +7.3% | +10.6% | -3.3% | +2.4% |
| YTD | +62.9% | +4.6% | +58.3% | +59.5% |
| 1Y | +91.3% | +11.4% | +79.9% | +80.5% |
| 3Y | +43.4% | +132.3% | -88.9% | +7.1% |
| All | -9.1% | +69.9% | -79.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling