-7.8%
NVTS vs FND
-60.8%
+53.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.2% |
| 7D | +2.7% | -5.2% | +7.9% | +6.2% |
| 30D | -4.5% | -19.9% | +15.4% | +9.8% |
| 3M | -61.5% | +2.7% | -64.2% | -63.8% |
| 6M | +28.0% | -21.7% | +49.7% | +42.3% |
| YTD | +65.3% | -17.5% | +82.8% | +74.9% |
| 1Y | +113.0% | -39.3% | +152.3% | +177.1% |
| 3Y | +34.7% | -49.8% | +84.5% | +91.6% |
| All | -7.8% | -60.8% | +53.0% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling