-41.3%
FIS vs NVT
+133.0%
-174.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.1% | -6.1% |
| 7D | -3.5% | +17.4% | -20.9% | -3.9% |
| 30D | -19.4% | -28.4% | +8.9% | -19.3% |
| 3M | -31.6% | -32.4% | +0.8% | -31.4% |
| 6M | -32.5% | -32.2% | -0.4% | -32.3% |
| YTD | -56.0% | +14.0% | -70.0% | -58.1% |
| 1Y | -55.5% | +4.3% | -59.8% | -57.2% |
| All | -41.3% | +133.0% | -174.2% | -53.2% |
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