+130.7%
FIX vs NVTS
+112.0%
+18.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | +6.1% | +9.7% | -3.6% | +4.2% |
| 30D | -2.7% | -13.6% | +10.9% | 0.0% |
| 3M | -10.9% | -51.0% | +40.0% | -1.2% |
| 6M | +29.0% | +46.3% | -17.3% | +17.1% |
| YTD | +76.9% | +68.1% | +8.8% | +54.6% |
| 1Y | +130.7% | +113.9% | +16.8% | +112.7% |
| All | +130.7% | +112.0% | +18.7% | +112.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling