+672.6%
FLEX vs NVTS
-15.6%
+688.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +0.8% |
| 7D | -0.9% | +2.7% | -3.6% | -1.2% |
| 30D | -10.1% | -4.5% | -5.7% | -9.8% |
| 3M | -31.3% | -61.5% | +30.2% | -24.4% |
| 6M | +71.3% | +28.0% | +43.3% | +63.4% |
| YTD | +81.2% | +65.3% | +16.0% | +67.0% |
| 1Y | +98.5% | +113.0% | -14.5% | +76.2% |
| 3Y | +428.2% | +34.7% | +393.5% | +362.6% |
| All | +672.6% | -15.6% | +688.2% | +526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling