-21.3%
NVTS vs FN
+276.0%
-297.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.9% | +1.5% | +3.5% |
| 7D | +7.9% | +8.0% | -0.1% | +3.1% |
| 30D | +0.8% | -19.1% | +19.9% | +15.1% |
| 3M | -26.0% | -29.8% | +3.9% | -9.1% |
| 6M | -55.5% | -43.2% | -12.4% | -36.4% |
| YTD | +41.0% | -18.9% | +60.0% | +53.6% |
| 1Y | +10.4% | -17.9% | +28.3% | +18.6% |
| 3Y | +60.9% | +120.1% | -59.3% | -23.6% |
| 5Y | -42.8% | +206.7% | -249.5% | -82.6% |
| All | -21.3% | +276.0% | -297.3% | -78.5% |
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