-56.6%
FIG vs NVTS
+87.1%
-143.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.7% |
| 7D | -12.2% | +0.5% | -12.7% | -12.2% |
| 30D | -11.0% | -18.0% | +7.0% | -10.6% |
| 3M | +11.9% | -45.6% | +57.5% | +14.8% |
| 6M | -21.9% | +28.5% | -50.4% | -31.1% |
| YTD | -40.8% | +56.2% | -96.9% | -49.7% |
| 1Y | -56.6% | +97.7% | -154.3% | -64.4% |
| All | -56.6% | +87.1% | -143.7% | -64.4% |
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