+13.1%
NVTS vs FDS
+25.7%
-12.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.3% |
| 7D | +3.9% | +1.5% | +2.5% | +4.4% |
| 30D | -4.3% | +14.8% | -19.2% | +0.8% |
| 3M | -34.5% | +16.3% | -50.8% | -30.1% |
| 6M | -57.7% | +66.2% | -124.0% | -51.6% |
| YTD | +25.4% | +16.2% | +9.1% | +59.2% |
| 1Y | +13.1% | +21.8% | -8.7% | +49.1% |
| All | +13.1% | +25.7% | -12.5% | +49.1% |
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