+113.0%
NVTS vs FGI
+81.8%
+31.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.5% | -1.2% | +6.2% |
| 7D | +2.7% | +0.5% | +2.2% | +2.7% |
| 30D | -4.5% | +65.4% | -69.9% | -5.8% |
| 3M | -61.5% | +23.5% | -85.0% | -61.9% |
| 6M | +28.0% | +60.5% | -32.5% | +23.5% |
| YTD | +65.3% | +30.0% | +35.3% | +60.5% |
| 1Y | +113.0% | +82.1% | +30.9% | +115.4% |
| All | +113.0% | +81.8% | +31.2% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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