-44.3%
FLUT vs NVS
+54.6%
-98.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.6% | -15.4% | +12.8% | -2.9% |
| 30D | +5.4% | -12.3% | +17.7% | +5.2% |
| 3M | -10.8% | -7.8% | -3.0% | -10.8% |
| 6M | -9.2% | -13.0% | +3.8% | -9.3% |
| YTD | -53.8% | +2.8% | -56.6% | -54.3% |
| 1Y | -66.0% | +10.6% | -76.6% | -66.5% |
| All | -44.3% | +54.6% | -98.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling