+0.4%
NVTS vs FGI
-70.0%
+70.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +1.9% | +9.4% | +11.2% |
| 7D | +20.8% | -1.4% | +22.2% | +20.8% |
| 30D | -11.1% | -3.2% | -7.9% | -11.1% |
| 3M | -31.0% | +64.1% | -95.1% | -32.2% |
| 6M | -47.4% | +17.2% | -64.6% | -48.0% |
| YTD | +34.2% | +31.6% | +2.6% | +30.2% |
| 1Y | +22.2% | +45.1% | -22.9% | +18.5% |
| 3Y | +68.4% | -2.0% | +70.3% | +68.1% |
| All | +0.4% | -70.0% | +70.4% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling