+7.2%
FLUT vs NVT
+732.7%
-725.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.1% |
| 7D | +3.8% | +10.4% | -6.6% | +2.0% |
| 30D | +6.3% | -1.3% | +7.6% | +6.3% |
| 3M | -4.0% | -0.6% | -3.4% | -5.1% |
| 6M | -10.3% | +53.8% | -64.1% | -19.9% |
| YTD | -53.2% | +60.2% | -113.3% | -58.8% |
| 1Y | -65.0% | +76.8% | -141.8% | -70.0% |
| 3Y | -43.9% | +191.2% | -235.1% | -57.4% |
| 5Y | -49.2% | +430.9% | -480.2% | -64.7% |
| All | +7.2% | +732.7% | -725.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling