-30.2%
NVD vs FLR
+2.5%
-32.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.0% |
| 7D | +15.0% | +1.4% | +13.6% | +16.1% |
| 30D | +39.3% | -5.9% | +45.2% | +36.0% |
| 3M | +3.1% | -7.6% | +10.8% | +1.4% |
| 6M | -19.0% | -9.3% | -9.7% | -18.7% |
| YTD | -35.5% | +20.1% | -55.7% | -16.1% |
| 1Y | -30.2% | +3.0% | -33.2% | -17.9% |
| All | -30.2% | +2.5% | -32.7% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling