-6.3%
NVTS vs FDS
-27.9%
+21.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.4% |
| 7D | +9.7% | -5.4% | +15.1% | +10.6% |
| 30D | -13.6% | +1.6% | -15.2% | -14.2% |
| 3M | -51.0% | +17.7% | -68.7% | -53.7% |
| 6M | +46.3% | +29.1% | +17.3% | +30.3% |
| YTD | +68.1% | +1.0% | +67.1% | +70.0% |
| 1Y | +113.9% | -21.6% | +135.5% | +150.4% |
| 3Y | +45.3% | -30.1% | +75.4% | +73.7% |
| All | -6.3% | -27.9% | +21.6% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling