-9.1%
NVTS vs FND
-63.1%
+53.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.7% |
| 7D | -1.4% | -5.8% | +4.3% | +2.3% |
| 30D | -16.5% | -20.2% | +3.7% | -4.0% |
| 3M | -47.6% | -12.0% | -35.7% | -45.4% |
| 6M | +7.3% | -18.5% | +25.8% | +15.6% |
| YTD | +62.9% | -22.3% | +85.1% | +78.9% |
| 1Y | +91.3% | -47.6% | +138.9% | +176.0% |
| 3Y | +43.4% | -49.8% | +93.2% | +102.0% |
| All | -9.1% | -63.1% | +53.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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