-7.8%
NVTS vs FDS
-24.6%
+16.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.8% | +6.9% |
| 7D | +2.7% | -1.9% | +4.6% | +3.0% |
| 30D | -4.5% | +9.0% | -13.5% | -6.3% |
| 3M | -61.5% | +18.9% | -80.4% | -63.5% |
| 6M | +28.0% | +35.1% | -7.1% | +13.0% |
| YTD | +65.3% | +5.5% | +59.8% | +65.9% |
| 1Y | +113.0% | -16.8% | +129.8% | +144.7% |
| 3Y | +34.7% | -28.1% | +62.8% | +62.4% |
| All | -7.8% | -24.6% | +16.8% | +21.3% |
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