+2.9%
NVTS vs FN
-24.0%
+26.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | +1.1% |
| 7D | +9.6% | -4.1% | +13.7% | +12.4% |
| 30D | -13.0% | -28.3% | +15.3% | +7.9% |
| 3M | -28.8% | -33.9% | +5.1% | -8.9% |
| 6M | -48.5% | -43.9% | -4.6% | -24.8% |
| YTD | +31.4% | -23.4% | +54.8% | +50.0% |
| All | +2.9% | -24.0% | +26.9% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling