-53.2%
FISV vs NVTS
-16.8%
-36.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.1% | +5.4% |
| 7D | -2.7% | -1.4% | -1.2% | -2.7% |
| 30D | 0.0% | -16.5% | +16.5% | +0.3% |
| 3M | -2.8% | -47.6% | +44.8% | -2.0% |
| 6M | -11.8% | +7.3% | -19.1% | -13.0% |
| YTD | -23.2% | +62.9% | -86.1% | -25.1% |
| 1Y | -62.0% | +91.3% | -153.3% | -63.4% |
| 3Y | -57.6% | +43.4% | -101.0% | -58.8% |
| All | -53.2% | -16.8% | -36.3% | -60.1% |
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 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