+6.6%
FLUT vs NVT
+699.2%
-692.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.6% |
| 7D | -1.6% | +5.1% | -6.7% | -2.5% |
| 30D | +7.7% | -3.7% | +11.5% | +8.2% |
| 3M | -0.7% | -10.1% | +9.4% | +0.1% |
| 6M | -11.2% | +37.5% | -48.6% | -18.9% |
| YTD | -53.4% | +53.7% | -107.2% | -58.7% |
| 1Y | -65.8% | +70.9% | -136.6% | -70.4% |
| 3Y | -44.9% | +180.4% | -225.3% | -57.9% |
| 5Y | -49.7% | +393.5% | -443.2% | -64.7% |
| All | +6.6% | +699.2% | -692.6% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling