-55.8%
FISV vs NVTS
-17.0%
-38.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -4.3% |
| 7D | -6.4% | +3.5% | -9.9% | -6.5% |
| 30D | -6.8% | -11.9% | +5.1% | -6.7% |
| 3M | -10.0% | -49.2% | +39.3% | -9.2% |
| 6M | -20.6% | +38.4% | -59.0% | -22.2% |
| YTD | -27.6% | +62.5% | -90.0% | -29.4% |
| 1Y | -64.3% | +101.4% | -165.7% | -65.7% |
| 3Y | -60.0% | +40.4% | -100.4% | -61.1% |
| All | -55.8% | -17.0% | -38.8% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling