-38.6%
NVTS vs FN
+198.5%
-237.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -14.2% | -1.5% | -6.4% |
| 7D | -14.6% | -16.0% | +1.4% | -4.5% |
| 30D | -34.3% | -40.1% | +5.8% | -8.8% |
| 3M | -36.4% | -43.9% | +7.5% | -9.5% |
| 6M | -55.2% | -55.6% | +0.4% | -24.7% |
| YTD | +10.1% | -35.7% | +45.7% | +39.3% |
| 1Y | -20.3% | -39.8% | +19.5% | +5.6% |
| 3Y | +27.4% | +80.3% | -52.9% | -31.5% |
| 5Y | -47.6% | +143.3% | -190.9% | -81.5% |
| All | -38.6% | +198.5% | -237.1% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling