-27.2%
FISV vs NVT
+731.8%
-759.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.8% | +4.1% |
| 7D | -2.7% | +4.1% | -6.7% | -3.8% |
| 30D | 0.0% | -5.1% | +5.2% | +1.2% |
| 3M | -2.8% | -1.2% | -1.6% | -4.3% |
| 6M | -11.8% | +46.6% | -58.4% | -24.9% |
| YTD | -23.2% | +60.0% | -83.2% | -37.1% |
| 1Y | -62.0% | +70.8% | -132.8% | -70.0% |
| 3Y | -57.6% | +187.5% | -245.2% | -74.8% |
| 5Y | -53.4% | +426.1% | -479.5% | -79.3% |
| All | -27.2% | +731.8% | -759.0% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling