-59.8%
FISV vs NVTS
+32.4%
-92.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.6% |
| 7D | -7.2% | +0.5% | -7.7% | -7.2% |
| 30D | -7.2% | -18.0% | +10.8% | -7.3% |
| 3M | -8.2% | -45.6% | +37.4% | -8.2% |
| 6M | -17.7% | +28.5% | -46.2% | -18.2% |
| YTD | -27.2% | +56.2% | -83.3% | -27.6% |
| 1Y | -63.0% | +97.7% | -160.7% | -63.4% |
| All | -59.8% | +32.4% | -92.2% | -58.1% |
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