-10.8%
NVTS vs FGI
+38.7%
-49.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -5.0% | +14.0% | +9.1% |
| 7D | -0.3% | +3.3% | -3.7% | -0.4% |
| 30D | -24.4% | -2.0% | -22.3% | -24.4% |
| 3M | -26.5% | +60.3% | -86.7% | -28.1% |
| 6M | -41.4% | +0.7% | -42.1% | -41.9% |
| YTD | +30.7% | +30.2% | +0.5% | +23.0% |
| 1Y | -10.8% | +44.4% | -55.2% | -21.7% |
| All | -10.8% | +38.7% | -49.5% | -21.7% |
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