+6.5%
FIX vs NVTS
-12.4%
+18.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.5% | -4.1% | +3.2% |
| 7D | -17.5% | +1.5% | -19.0% | -18.0% |
| 30D | -41.6% | -23.8% | -17.8% | -38.2% |
| 3M | -40.6% | -30.6% | -10.0% | -36.1% |
| 6M | -49.4% | -48.4% | -1.0% | -44.4% |
| YTD | +9.2% | +20.6% | -11.4% | -6.5% |
| 1Y | +6.5% | -2.5% | +9.0% | -4.6% |
| All | +6.5% | -12.4% | +18.9% | -4.6% |
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