-23.6%
FIS vs NVTS
+45.8%
-69.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -5.9% |
| 7D | -3.5% | +9.7% | -13.1% | -3.5% |
| 30D | -7.8% | -13.6% | +5.8% | -7.8% |
| 3M | +0.8% | -51.0% | +51.8% | +1.2% |
| 6M | -21.9% | +46.3% | -68.2% | -23.1% |
| YTD | -39.5% | +68.1% | -107.6% | -40.7% |
| 1Y | -41.0% | +113.9% | -154.9% | -42.7% |
| 3Y | -23.6% | +45.3% | -68.9% | -21.2% |
| All | -23.6% | +45.8% | -69.4% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling