+67.6%
NVTS vs FN
+121.0%
-53.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.9% | +1.5% | +3.7% |
| 7D | +7.9% | +8.0% | -0.1% | +3.5% |
| 30D | +0.8% | -19.1% | +19.9% | +14.2% |
| 3M | -26.0% | -29.8% | +3.9% | -10.2% |
| 6M | -55.5% | -43.2% | -12.4% | -37.9% |
| YTD | +41.0% | -18.9% | +60.0% | +55.5% |
| 1Y | +10.4% | -17.9% | +28.3% | +20.4% |
| All | +67.6% | +121.0% | -53.4% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling