+37.5%
NVTS vs FN
+158.4%
-120.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.4% |
| 7D | +2.7% | -1.7% | +4.4% | +3.8% |
| 30D | -4.5% | -22.0% | +17.5% | +10.0% |
| 3M | -61.5% | -43.0% | -18.5% | -46.1% |
| 6M | +28.0% | -27.7% | +55.7% | +53.6% |
| YTD | +65.3% | -10.5% | +75.8% | +73.6% |
| 1Y | +113.0% | +12.5% | +100.5% | +97.1% |
| All | +37.5% | +158.4% | -120.8% | -26.4% |
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