-30.1%
NVTS vs FN
+234.2%
-264.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.3% | +0.9% | -1.6% |
| 7D | +3.9% | +0.3% | +3.7% | +4.0% |
| 30D | -4.3% | -16.5% | +12.2% | +7.4% |
| 3M | -34.5% | -42.1% | +7.6% | -8.4% |
| 6M | -57.7% | -52.9% | -4.8% | -32.0% |
| YTD | +25.4% | -28.0% | +53.3% | +47.6% |
| 1Y | +13.1% | -18.5% | +31.7% | +22.3% |
| 3Y | +48.9% | +93.9% | -44.9% | -22.9% |
| 5Y | -51.8% | +170.5% | -222.3% | -84.1% |
| All | -30.1% | +234.2% | -264.2% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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