-54.2%
NVD vs FLR
+31.4%
-85.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.9% |
| 7D | +10.8% | -3.5% | +14.3% | +8.8% |
| 30D | +0.8% | +4.2% | -3.4% | +3.9% |
| 3M | -20.8% | +8.1% | -28.9% | -14.8% |
| 6M | -41.2% | +21.5% | -62.7% | -28.7% |
| YTD | -44.2% | +36.8% | -81.0% | -26.4% |
| 1Y | -54.2% | +31.2% | -85.4% | -38.3% |
| All | -54.2% | +31.4% | -85.6% | -38.3% |
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