-55.8%
FIG vs NVTS
+109.2%
-165.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.7% | -4.5% |
| 7D | -16.3% | +2.7% | -19.0% | -16.4% |
| 30D | -14.3% | -4.5% | -9.9% | -14.4% |
| 3M | +7.2% | -61.5% | +68.7% | +12.9% |
| 6M | -18.6% | +28.0% | -46.6% | -27.9% |
| YTD | -35.5% | +65.3% | -100.7% | -45.5% |
| 1Y | -55.8% | +113.0% | -168.8% | -67.9% |
| All | -55.8% | +109.2% | -165.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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