+5.6%
NVTS vs FGI
-68.3%
+73.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.9% | +1.5% | +7.3% |
| 7D | +7.9% | +6.9% | +1.1% | +7.8% |
| 30D | +0.8% | +3.9% | -3.1% | +0.7% |
| 3M | -26.0% | +74.3% | -100.2% | -27.3% |
| 6M | -55.5% | +28.9% | -84.5% | -56.2% |
| YTD | +41.0% | +39.1% | +1.9% | +36.8% |
| 1Y | +10.4% | +49.3% | -38.9% | +7.1% |
| 3Y | +60.9% | +5.7% | +55.1% | +60.1% |
| All | +5.6% | -68.3% | +73.8% | +17.5% |
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