+767.1%
FLEX vs NVT
+699.2%
+67.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.3% |
| 7D | -0.9% | +5.1% | -6.0% | -4.4% |
| 30D | -10.1% | -3.7% | -6.4% | -7.7% |
| 3M | -31.3% | -10.1% | -21.2% | -25.5% |
| 6M | +71.3% | +37.5% | +33.8% | +39.4% |
| YTD | +81.2% | +53.7% | +27.5% | +36.3% |
| 1Y | +98.5% | +70.9% | +27.6% | +38.0% |
| 3Y | +428.2% | +180.4% | +247.8% | +147.5% |
| 5Y | +657.3% | +393.5% | +263.8% | +129.4% |
| All | +767.1% | +699.2% | +67.8% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling