-42.7%
FLUT vs NVD
-99.2%
+56.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -1.2% |
| 7D | -2.6% | +0.5% | -3.1% | -2.5% |
| 30D | +5.4% | -9.3% | +14.7% | +4.6% |
| 3M | -10.8% | -22.1% | +11.3% | -12.6% |
| 6M | -9.2% | -45.8% | +36.6% | -13.9% |
| YTD | -53.8% | -46.7% | -7.1% | -56.0% |
| 1Y | -66.0% | -59.5% | -6.5% | -68.2% |
| 3Y | -44.7% | -99.2% | +54.5% | -65.4% |
| All | -42.7% | -99.2% | +56.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling