-49.8%
FLUT vs NVT
+226.5%
-276.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.7% | +8.0% | -8.7% | -2.4% |
| 30D | +9.3% | -24.8% | +34.0% | +15.2% |
| 3M | -17.5% | -32.4% | +14.9% | -11.1% |
| 6M | -14.6% | -33.5% | +18.9% | -9.0% |
| YTD | -62.3% | +13.2% | -75.5% | -67.7% |
| 1Y | -59.6% | +9.0% | -68.6% | -65.1% |
| 3Y | -45.3% | +129.4% | -174.7% | -67.9% |
| All | -49.8% | +226.5% | -276.3% | -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