-13.6%
FLUT vs NVT
+488.5%
-502.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.7% | +8.0% | -8.7% | -1.9% |
| 30D | +9.3% | -24.8% | +34.0% | +13.3% |
| 3M | -17.5% | -32.4% | +14.9% | -13.2% |
| 6M | -14.6% | -33.5% | +18.9% | -10.8% |
| YTD | -62.3% | +13.2% | -75.5% | -65.2% |
| 1Y | -59.6% | +9.0% | -68.6% | -62.6% |
| 3Y | -45.3% | +129.4% | -174.7% | -57.2% |
| 5Y | -50.4% | +230.1% | -280.5% | -63.6% |
| All | -13.6% | +488.5% | -502.1% | -33.1% |
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