-49.5%
FLUT vs NVT
+419.5%
-469.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +0.7% |
| 7D | +0.4% | +4.1% | -3.6% | -0.6% |
| 30D | +2.5% | -5.1% | +7.7% | +3.6% |
| 3M | -9.2% | -1.2% | -8.1% | -10.5% |
| 6M | -8.2% | +46.6% | -54.8% | -22.7% |
| YTD | -53.2% | +60.0% | -113.2% | -62.2% |
| 1Y | -65.6% | +70.8% | -136.4% | -73.1% |
| 3Y | -43.6% | +187.5% | -231.1% | -66.5% |
| All | -49.5% | +419.5% | -469.0% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling