+13.8%
FIX vs NVTS
+11.7%
+2.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -13.9% | +9.6% | -23.5% | -16.1% |
| 30D | -35.5% | -13.0% | -22.6% | -33.8% |
| 3M | -33.9% | -28.8% | -5.2% | -29.2% |
| 6M | -43.3% | -48.5% | +5.2% | -37.7% |
| YTD | +18.7% | +31.4% | -12.7% | -6.6% |
| 1Y | +13.8% | -2.3% | +16.1% | +2.1% |
| All | +13.8% | +11.7% | +2.1% | +2.1% |
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 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