-5.4%
FIG vs NVTS
-44.5%
+39.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.4% | -5.5% | +2.2% |
| 7D | -14.3% | +7.9% | -22.2% | -14.2% |
| 30D | -13.6% | +0.8% | -14.4% | -13.9% |
| 3M | -23.7% | -26.0% | +2.2% | -26.7% |
| 6M | -5.4% | -55.5% | +50.2% | -9.8% |
| All | -5.4% | -44.5% | +39.1% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling