-65.5%
FIS vs NVTS
-17.0%
-48.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -3.3% |
| 7D | -9.1% | +3.5% | -12.6% | -9.2% |
| 30D | -10.4% | -11.9% | +1.5% | -10.2% |
| 3M | -3.7% | -49.2% | +45.5% | -2.2% |
| 6M | -24.8% | +38.4% | -63.2% | -27.4% |
| YTD | -41.6% | +62.5% | -104.0% | -44.2% |
| 1Y | -42.7% | +101.4% | -144.1% | -46.4% |
| 3Y | -26.2% | +40.4% | -66.7% | -29.9% |
| All | -65.5% | -17.0% | -48.4% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling