-26.7%
NVTS vs FDS
-18.6%
-8.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +9.6% | -2.0% | +11.6% | +9.8% |
| 30D | -13.0% | +13.5% | -26.5% | -15.0% |
| 3M | -28.8% | +15.2% | -43.9% | -31.0% |
| 6M | -48.5% | +47.0% | -95.5% | -55.0% |
| YTD | +31.4% | +13.9% | +17.5% | +29.7% |
| 1Y | -2.3% | +25.2% | -27.5% | -9.5% |
| 3Y | +49.8% | -25.3% | +75.2% | +85.0% |
| 5Y | -43.2% | -23.3% | -19.9% | -28.0% |
| All | -26.7% | -18.6% | -8.1% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling