+105.7%
NVTS vs FITB
+24.0%
+81.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | -11.9% | -5.1% | -6.8% | -9.6% |
| 3M | -49.2% | +3.5% | -52.8% | -50.3% |
| 6M | +38.4% | +17.2% | +21.2% | +24.6% |
| YTD | +62.5% | +17.6% | +44.8% | +41.9% |
| All | +105.7% | +24.0% | +81.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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