-79.1%
FIG vs NVT
+99.5%
-178.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.1% |
| 7D | -16.3% | +5.1% | -21.4% | -15.9% |
| 30D | -14.3% | -3.7% | -10.6% | -14.6% |
| 3M | +7.2% | -10.1% | +17.3% | +7.7% |
| 6M | -18.6% | +37.5% | -56.1% | -27.2% |
| YTD | -35.5% | +53.7% | -89.2% | -46.1% |
| 1Y | -55.8% | +70.9% | -126.7% | -65.9% |
| All | -79.1% | +99.5% | -178.6% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling