-31.4%
FISV vs NVT
+712.1%
-743.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.9% | -3.6% |
| 7D | -6.4% | +7.0% | -13.4% | -8.2% |
| 30D | -6.8% | -2.3% | -4.5% | -6.6% |
| 3M | -10.0% | -3.1% | -6.9% | -10.9% |
| 6M | -20.6% | +47.0% | -67.7% | -32.6% |
| YTD | -27.6% | +56.2% | -83.8% | -40.3% |
| 1Y | -64.3% | +74.5% | -138.9% | -72.2% |
| 3Y | -60.0% | +184.0% | -244.0% | -76.1% |
| 5Y | -57.7% | +410.8% | -468.5% | -81.1% |
| All | -31.4% | +712.1% | -743.5% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling