+0.2%
NVTS vs FGI
-66.3%
+66.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.2% | -11.2% | -5.1% |
| 7D | +21.6% | +13.5% | +8.1% | +21.4% |
| 30D | -8.5% | +17.1% | -25.6% | -8.7% |
| 3M | -31.4% | +78.0% | -109.4% | -32.6% |
| 6M | -50.3% | +46.4% | -96.8% | -51.1% |
| YTD | +33.9% | +47.7% | -13.8% | +29.8% |
| 1Y | +10.6% | +56.8% | -46.1% | +7.2% |
| 3Y | +52.7% | +12.3% | +40.4% | +51.8% |
| All | +0.2% | -66.3% | +66.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling