+2,067.0%
FLUT vs NVMI
+34,182.7%
-32,115.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.5% |
| 7D | +3.8% | +11.7% | -7.9% | +3.4% |
| 30D | +6.3% | -4.0% | +10.3% | +6.4% |
| 3M | -4.0% | -25.8% | +21.7% | -3.3% |
| 6M | -10.3% | -8.3% | -2.0% | -10.5% |
| YTD | -53.2% | +14.8% | -68.0% | -53.8% |
| 1Y | -65.0% | +37.9% | -102.9% | -65.8% |
| 3Y | -43.9% | +216.3% | -260.2% | -46.9% |
| 5Y | -49.2% | +277.2% | -326.4% | -52.2% |
| 10Y | -9.2% | +3,074.3% | -3,083.5% | -16.0% |
| All | +2,067.0% | +34,182.7% | -32,115.8% | +1,818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling