-80.9%
FIG vs NVTS
+53.6%
-134.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | +0.1% | -3.1% |
| 7D | -14.5% | +3.5% | -17.9% | -14.6% |
| 30D | -13.3% | -11.9% | -1.4% | -13.0% |
| 3M | +7.4% | -49.2% | +56.7% | +11.5% |
| 6M | -27.8% | +38.4% | -66.2% | -37.4% |
| YTD | -41.1% | +62.5% | -103.6% | -50.9% |
| 1Y | -58.7% | +101.4% | -160.1% | -70.6% |
| All | -80.9% | +53.6% | -134.6% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling