-63.0%
FIS vs NVT
+488.5%
-551.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +2.8% | +8.0% | -5.2% | +0.9% |
| 30D | -16.7% | -24.8% | +8.1% | -11.3% |
| 3M | -32.3% | -32.4% | +0.1% | -26.5% |
| 6M | -29.1% | -33.5% | +4.4% | -23.9% |
| YTD | -54.1% | +13.2% | -67.3% | -59.0% |
| 1Y | -53.7% | +9.0% | -62.7% | -58.2% |
| 3Y | -38.8% | +129.4% | -168.2% | -60.8% |
| 5Y | -71.1% | +230.1% | -301.2% | -84.4% |
| All | -63.0% | +488.5% | -551.4% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling