-32.7%
NVTS vs FN
+233.3%
-266.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +11.7% | -2.1% | +1.9% |
| 7D | +1.5% | 0.0% | +1.6% | +1.1% |
| 30D | -23.8% | -34.3% | +10.5% | -0.3% |
| 3M | -30.6% | -39.9% | +9.3% | -5.6% |
| 6M | -48.4% | -51.8% | +3.4% | -17.7% |
| YTD | +20.6% | -28.1% | +48.7% | +41.9% |
| 1Y | -2.5% | -29.1% | +26.5% | +15.8% |
| 3Y | +44.0% | +102.4% | -58.5% | -28.3% |
| 5Y | -42.6% | +171.7% | -214.3% | -81.2% |
| All | -32.7% | +233.3% | -266.0% | -80.2% |
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