+2,494.8%
NVDL vs FLUT
-34.0%
+2,528.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.4% |
| 7D | -8.7% | -3.6% | -5.1% | -7.2% |
| 30D | -1.3% | -0.3% | -1.0% | -2.2% |
| 3M | +11.4% | -12.6% | +24.0% | +15.3% |
| 6M | +22.9% | -8.0% | +30.9% | +22.0% |
| YTD | +15.4% | -54.1% | +69.5% | +71.1% |
| 1Y | +18.8% | -66.1% | +84.9% | +109.4% |
| 3Y | +641.4% | -45.0% | +686.4% | +939.8% |
| All | +2,494.8% | -34.0% | +2,528.8% | +3,204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling