+448.7%
FIX vs NVTS
+36.9%
+411.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.5% | -4.1% | +4.6% |
| 7D | -17.5% | +1.5% | -19.0% | -17.7% |
| 30D | -41.6% | -23.8% | -17.8% | -40.2% |
| 3M | -40.6% | -30.6% | -10.0% | -38.8% |
| 6M | -49.4% | -48.4% | -1.0% | -47.1% |
| YTD | +9.2% | +20.6% | -11.4% | +6.6% |
| 1Y | +6.5% | -2.5% | +9.0% | +5.0% |
| 3Y | +448.7% | +44.0% | +404.7% | +439.5% |
| All | +448.7% | +36.9% | +411.8% | +439.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling