-80.3%
FIG vs NVTS
+58.9%
-139.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -5.7% |
| 7D | -16.4% | +9.7% | -26.0% | -16.7% |
| 30D | -2.3% | -13.6% | +11.3% | -1.9% |
| 3M | +7.8% | -51.0% | +58.8% | +12.4% |
| 6M | -21.8% | +46.3% | -68.2% | -32.6% |
| YTD | -39.1% | +68.1% | -107.2% | -49.4% |
| 1Y | -56.6% | +113.9% | -170.5% | -69.3% |
| All | -80.3% | +58.9% | -139.2% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling