-72.3%
FIS vs NVT
+233.5%
-305.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.1% | -6.0% |
| 7D | -3.5% | +17.4% | -20.9% | -5.6% |
| 30D | -19.4% | -28.4% | +8.9% | -16.2% |
| 3M | -31.6% | -32.4% | +0.8% | -28.5% |
| 6M | -32.5% | -32.2% | -0.4% | -30.0% |
| YTD | -56.0% | +14.0% | -70.0% | -59.8% |
| 1Y | -55.5% | +4.3% | -59.8% | -58.6% |
| 3Y | -41.3% | +131.7% | -173.0% | -61.5% |
| 5Y | -72.3% | +232.4% | -304.7% | -86.1% |
| All | -72.3% | +233.5% | -305.7% | -86.1% |
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