-79.9%
FIG vs NVT
+107.6%
-187.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.1% | +5.2% |
| 7D | -3.8% | +4.1% | -7.9% | -3.5% |
| 30D | -2.3% | -5.1% | +2.8% | -2.7% |
| 3M | +20.0% | -1.2% | +21.1% | +20.1% |
| 6M | -16.7% | +46.6% | -63.2% | -25.7% |
| YTD | -37.9% | +60.0% | -97.9% | -48.0% |
| 1Y | -58.5% | +70.8% | -129.3% | -67.1% |
| All | -79.9% | +107.6% | -187.5% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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