-51.7%
FIG vs NVTS
-9.1%
-42.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.0% | -3.8% | +5.2% |
| 7D | -4.7% | -0.3% | -4.3% | -4.6% |
| 30D | +0.5% | -24.4% | +24.9% | +0.8% |
| 3M | -18.4% | -26.5% | +8.1% | -18.4% |
| 6M | +10.9% | -41.4% | +52.3% | +7.6% |
| YTD | -40.8% | +30.7% | -71.5% | -50.8% |
| 1Y | -51.7% | -10.8% | -40.9% | -57.7% |
| All | -51.7% | -9.1% | -42.6% | -57.7% |
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