+662.0%
FLEX vs NVTS
-20.2%
+682.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.3% | -3.7% |
| 7D | +0.1% | +0.5% | -0.3% | +0.1% |
| 30D | -11.8% | -18.0% | +6.3% | -9.7% |
| 3M | -22.6% | -45.6% | +23.0% | -17.5% |
| 6M | +77.3% | +28.5% | +48.9% | +69.3% |
| YTD | +78.8% | +56.2% | +22.6% | +65.9% |
| 1Y | +86.1% | +97.7% | -11.6% | +66.5% |
| 3Y | +446.2% | +35.0% | +411.2% | +376.2% |
| All | +662.0% | -20.2% | +682.2% | +522.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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