-32.5%
NVDL vs FLNC
-74.3%
+41.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -15.9% | -2.7% | -14.3% |
| 7D | -28.8% | -16.3% | -12.5% | -25.2% |
| 30D | -44.0% | -36.6% | -7.4% | -37.0% |
| 3M | -35.6% | -64.2% | +28.6% | -16.8% |
| 6M | -25.3% | -59.9% | +34.6% | -10.0% |
| YTD | -23.3% | -74.2% | +50.9% | -2.7% |
| 1Y | -32.5% | -75.4% | +42.9% | -15.4% |
| All | -32.5% | -74.3% | +41.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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