-26.5%
FIS vs NVT
+184.0%
-210.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.4% |
| 7D | -9.1% | +7.0% | -16.1% | -9.2% |
| 30D | -10.4% | -2.3% | -8.1% | -10.4% |
| 3M | -3.7% | -3.1% | -0.6% | -3.7% |
| 6M | -24.8% | +47.0% | -71.8% | -28.2% |
| YTD | -41.6% | +56.2% | -97.8% | -44.8% |
| 1Y | -42.7% | +74.5% | -117.3% | -47.1% |
| All | -26.5% | +184.0% | -210.5% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling