-2.3%
NVTS vs FGI
+45.2%
-47.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +9.6% | -4.1% | +13.7% | +9.6% |
| 30D | -13.0% | -3.4% | -9.6% | -13.0% |
| 3M | -28.8% | +61.8% | -90.5% | -30.3% |
| 6M | -48.5% | +17.0% | -65.5% | -49.2% |
| YTD | +31.4% | +31.4% | 0.0% | +23.8% |
| 1Y | -2.3% | +42.7% | -45.0% | -11.1% |
| All | -2.3% | +45.2% | -47.4% | -11.1% |
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