-9.3%
FLUT vs NVMI
+3,158.6%
-3,167.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +2.5% | -8.4% | +10.9% | +3.6% |
| 3M | -9.2% | -33.6% | +24.3% | -5.2% |
| 6M | -8.2% | -14.7% | +6.4% | -8.5% |
| YTD | -53.2% | +13.2% | -66.5% | -55.7% |
| 1Y | -65.6% | +29.0% | -94.6% | -68.1% |
| 3Y | -43.6% | +215.0% | -258.6% | -55.7% |
| 5Y | -50.3% | +268.6% | -318.9% | -61.9% |
| All | -9.3% | +3,158.6% | -3,167.9% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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