-99.1%
NVD vs FLR
+60.0%
-159.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +1.1% |
| 7D | +10.8% | -3.5% | +14.3% | +8.2% |
| 30D | +0.8% | +4.2% | -3.4% | +4.8% |
| 3M | -20.8% | +8.1% | -28.9% | -13.1% |
| 6M | -41.2% | +21.5% | -62.7% | -26.3% |
| YTD | -44.2% | +36.8% | -81.0% | -21.6% |
| 1Y | -54.2% | +31.2% | -85.4% | -35.8% |
| 3Y | -99.1% | +53.9% | -153.0% | -98.2% |
| All | -99.1% | +60.0% | -159.1% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling