-65.1%
FIS vs NVTS
-20.2%
-44.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.3% |
| 7D | -8.9% | +0.5% | -9.3% | -8.9% |
| 30D | -9.9% | -18.0% | +8.1% | -9.5% |
| 3M | 0.0% | -45.6% | +45.6% | +1.3% |
| 6M | -22.9% | +28.5% | -51.4% | -25.4% |
| YTD | -40.9% | +56.2% | -97.0% | -43.5% |
| 1Y | -40.4% | +97.7% | -138.1% | -44.3% |
| 3Y | -25.4% | +35.0% | -60.3% | -29.0% |
| All | -65.1% | -20.2% | -44.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVTS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling