-58.5%
FIG vs NVT
+71.6%
-130.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.1% | +5.5% |
| 7D | -3.8% | +4.1% | -7.9% | -3.2% |
| 30D | -2.3% | -5.1% | +2.8% | -3.0% |
| 3M | +20.0% | -1.2% | +21.1% | +20.6% |
| 6M | -16.7% | +46.6% | -63.2% | -23.4% |
| YTD | -37.9% | +60.0% | -97.9% | -46.6% |
| 1Y | -58.5% | +70.8% | -129.3% | -68.2% |
| All | -58.5% | +71.6% | -130.1% | -68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling