-25.2%
NVTS vs FN
+272.8%
-298.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +11.9% | -0.6% | +3.5% |
| 7D | +20.8% | +16.3% | +4.5% | +8.9% |
| 30D | -11.1% | -24.7% | +13.6% | +6.4% |
| 3M | -31.0% | -34.9% | +3.9% | -11.0% |
| 6M | -47.4% | -41.1% | -6.3% | -26.1% |
| YTD | +34.2% | -19.6% | +53.8% | +46.9% |
| 1Y | +22.2% | -18.5% | +40.7% | +32.5% |
| 3Y | +68.4% | +119.1% | -50.8% | -19.9% |
| 5Y | -39.0% | +206.9% | -246.0% | -81.5% |
| All | -25.2% | +272.8% | -298.0% | -79.5% |
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