+436.8%
FLEX vs NVTS
-32.9%
+469.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.4% |
| 7D | -13.6% | +9.6% | -23.2% | -14.6% |
| 30D | -36.5% | -13.0% | -23.5% | -35.4% |
| 3M | -36.4% | -28.8% | -7.7% | -33.8% |
| 6M | -46.5% | -48.5% | +2.0% | -43.0% |
| YTD | +25.9% | +31.4% | -5.4% | +19.3% |
| 1Y | +19.6% | -2.3% | +21.9% | +16.3% |
| 3Y | +287.0% | +49.8% | +237.2% | +228.4% |
| 5Y | +466.6% | -43.2% | +509.8% | +399.0% |
| All | +436.8% | -32.9% | +469.7% | +347.4% |
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