-55.6%
NVTS vs FND
-63.9%
+8.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -4.9% |
| 7D | +3.9% | -6.8% | +10.8% | +9.1% |
| 30D | -4.3% | +8.0% | -12.3% | -9.3% |
| 3M | -34.5% | -18.9% | -15.5% | -25.6% |
| 6M | -57.7% | +4.7% | -62.4% | -61.2% |
| YTD | +25.4% | -21.6% | +46.9% | +36.5% |
| 1Y | +13.1% | -22.0% | +35.2% | +22.6% |
| 3Y | +48.9% | -40.4% | +89.4% | +84.4% |
| All | -55.6% | -63.9% | +8.3% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling