-83.2%
FIG vs NVT
+46.9%
-130.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +3.4% | +8.0% | -4.6% | +3.7% |
| 30D | -9.5% | -24.8% | +15.3% | -12.3% |
| 3M | -26.2% | -32.4% | +6.2% | -29.0% |
| 6M | +2.7% | -33.5% | +36.2% | -0.2% |
| YTD | -48.0% | +13.2% | -61.1% | -57.9% |
| 1Y | -52.0% | +9.0% | -61.0% | -60.4% |
| All | -83.2% | +46.9% | -130.0% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling