+2,490.2%
NVDL vs FLUT
-32.7%
+2,522.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.1% |
| 7D | -10.3% | +0.4% | -10.8% | -10.5% |
| 30D | -7.1% | +2.5% | -9.6% | -9.2% |
| 3M | +6.6% | -9.2% | +15.8% | +8.2% |
| 6M | +21.1% | -8.2% | +29.3% | +20.7% |
| YTD | +15.2% | -53.2% | +68.5% | +69.3% |
| 1Y | +18.8% | -65.6% | +84.4% | +108.1% |
| 3Y | +649.9% | -43.6% | +693.5% | +939.0% |
| All | +2,490.2% | -32.7% | +2,522.9% | +3,169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling