-66.1%
FIS vs NVT
+420.2%
-486.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.1% |
| 7D | -9.1% | +7.0% | -16.1% | -10.0% |
| 30D | -10.4% | -2.3% | -8.1% | -10.3% |
| 3M | -3.7% | -3.1% | -0.6% | -4.1% |
| 6M | -24.8% | +47.0% | -71.8% | -32.3% |
| YTD | -41.6% | +56.2% | -97.8% | -48.5% |
| 1Y | -42.7% | +74.5% | -117.3% | -51.4% |
| 3Y | -26.2% | +184.0% | -210.2% | -50.6% |
| 5Y | -66.1% | +410.8% | -476.9% | -83.9% |
| All | -66.1% | +420.2% | -486.3% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling