-25.3%
NVTS vs FDS
-17.2%
-8.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.1% | -4.9% |
| 7D | +21.6% | -2.6% | +24.2% | +22.0% |
| 30D | -8.5% | +14.1% | -22.6% | -10.7% |
| 3M | -31.4% | +19.8% | -51.1% | -33.9% |
| 6M | -50.3% | +55.0% | -105.3% | -57.4% |
| YTD | +33.9% | +15.9% | +18.0% | +32.0% |
| 1Y | +10.6% | +24.2% | -13.5% | +4.0% |
| 3Y | +52.7% | -24.0% | +76.7% | +88.2% |
| 5Y | -48.5% | -23.3% | -25.2% | -35.2% |
| All | -25.3% | -17.2% | -8.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling