-2.5%
NVTS vs FGI
+46.9%
-49.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.6% |
| 7D | +1.5% | -7.0% | +8.5% | +1.6% |
| 30D | -23.8% | -4.2% | -19.6% | -23.8% |
| 3M | -30.6% | +55.6% | -86.2% | -31.9% |
| 6M | -48.4% | -3.2% | -45.2% | -48.7% |
| YTD | +20.6% | +29.1% | -8.5% | +14.1% |
| 1Y | -2.5% | +51.0% | -53.5% | -11.5% |
| All | -2.5% | +46.9% | -49.5% | -11.5% |
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 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