-99.2%
NVD vs FLR
+67.1%
-166.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +4.5% |
| 7D | -7.7% | +0.7% | -8.3% | -7.2% |
| 30D | -5.8% | -0.7% | -5.1% | -5.1% |
| 3M | -23.2% | +14.3% | -37.5% | -11.8% |
| 6M | -49.7% | +25.6% | -75.3% | -35.7% |
| YTD | -47.7% | +42.9% | -90.6% | -24.3% |
| 1Y | -61.3% | +38.7% | -100.1% | -43.6% |
| 3Y | -99.2% | +61.8% | -160.9% | -98.2% |
| All | -99.2% | +67.1% | -166.3% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling