-12.9%
NVTS vs FOXA
+61.3%
-74.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -5.9% | -5.2% |
| 7D | +0.5% | -3.7% | +4.2% | +2.7% |
| 30D | -18.0% | +5.4% | -23.4% | -21.2% |
| 3M | -45.6% | -3.7% | -41.9% | -45.8% |
| 6M | +28.5% | +12.6% | +15.9% | +13.3% |
| YTD | +56.2% | -10.0% | +66.1% | +63.1% |
| 1Y | +97.7% | +15.0% | +82.7% | +63.9% |
| 3Y | +35.0% | +115.1% | -80.1% | -37.5% |
| All | -12.9% | +61.3% | -74.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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