-52.0%
FIG vs NVTS
+6.9%
-58.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.4% | +9.2% | +3.0% |
| 7D | +3.4% | +3.9% | -0.5% | +3.3% |
| 30D | -9.5% | -4.3% | -5.1% | -9.3% |
| 3M | -26.2% | -34.5% | +8.3% | -26.1% |
| 6M | +2.7% | -57.7% | +60.4% | +3.3% |
| YTD | -48.0% | +25.4% | -73.3% | -58.0% |
| 1Y | -52.0% | +13.1% | -65.2% | -60.3% |
| All | -52.0% | +6.9% | -58.9% | -60.3% |
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