-6.3%
NVTS vs FHN
+70.1%
-76.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | +9.7% | +2.7% | +7.0% | +8.4% |
| 30D | -13.6% | -3.1% | -10.5% | -12.3% |
| 3M | -51.0% | +2.3% | -53.3% | -51.7% |
| 6M | +46.3% | +9.7% | +36.6% | +40.0% |
| YTD | +68.1% | +4.7% | +63.3% | +64.5% |
| 1Y | +113.9% | +13.8% | +100.1% | +99.9% |
| 3Y | +45.3% | +131.6% | -86.3% | +8.6% |
| All | -6.3% | +70.1% | -76.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling