+101.4%
NVTS vs FDS
-23.8%
+125.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -4.5% |
| 7D | +3.5% | -8.8% | +12.3% | +0.3% |
| 30D | -11.9% | -1.4% | -10.5% | -11.9% |
| 3M | -49.2% | +13.9% | -63.1% | -46.0% |
| 6M | +38.4% | +27.4% | +11.0% | +51.0% |
| YTD | +62.5% | -2.5% | +64.9% | +76.0% |
| 1Y | +101.4% | -23.8% | +125.2% | +116.0% |
| All | +101.4% | -23.8% | +125.2% | +116.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling