+816.7%
FLEX vs NVT
+731.8%
+84.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.6% | +2.5% | +3.9% |
| 7D | +5.7% | +4.1% | +1.7% | +2.9% |
| 30D | -7.0% | -5.1% | -1.9% | -3.3% |
| 3M | -23.8% | -1.2% | -22.7% | -22.6% |
| 6M | +82.6% | +46.6% | +36.1% | +42.2% |
| YTD | +91.6% | +60.0% | +31.6% | +40.3% |
| 1Y | +100.6% | +70.8% | +29.8% | +39.6% |
| 3Y | +479.8% | +187.5% | +292.2% | +167.3% |
| 5Y | +746.5% | +426.1% | +320.4% | +145.3% |
| All | +816.7% | +731.8% | +84.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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