-34.9%
FLUT vs NVDX
+833.4%
-868.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.0% |
| 7D | +3.8% | +7.3% | -3.5% | +3.1% |
| 30D | +6.3% | -0.9% | +7.2% | +6.0% |
| 3M | -4.0% | +8.4% | -12.4% | -5.9% |
| 6M | -10.3% | +38.2% | -48.4% | -15.2% |
| YTD | -53.2% | +19.3% | -72.4% | -55.1% |
| 1Y | -65.0% | +33.3% | -98.3% | -67.2% |
| All | -34.9% | +833.4% | -868.3% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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