-83.6%
FIG vs NVTS
+33.4%
-117.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.4% | -5.5% | +1.4% |
| 7D | -14.3% | +7.9% | -22.2% | -14.6% |
| 30D | -13.6% | +0.8% | -14.4% | -13.8% |
| 3M | -23.7% | -26.0% | +2.2% | -23.2% |
| 6M | -5.4% | -55.5% | +50.2% | -3.1% |
| YTD | -49.2% | +41.0% | -90.3% | -57.6% |
| 1Y | -57.4% | +10.4% | -67.8% | -63.2% |
| All | -83.6% | +33.4% | -117.0% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling