-70.8%
FIS vs NVTS
-54.3%
-16.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.5% | +4.3% |
| 7D | +2.8% | +3.9% | -1.1% | +2.7% |
| 30D | -16.7% | -4.3% | -12.4% | -16.8% |
| 3M | -32.3% | -34.5% | +2.2% | -31.7% |
| 6M | -29.1% | -57.7% | +28.7% | -28.1% |
| YTD | -54.1% | +25.4% | -79.5% | -56.0% |
| 1Y | -53.7% | +13.1% | -66.9% | -55.5% |
| 3Y | -38.8% | +48.9% | -87.8% | -43.7% |
| All | -70.8% | -54.3% | -16.5% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling