+2,672.5%
NVDL vs FLUT
-32.6%
+2,705.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.3% |
| 7D | +7.3% | +3.8% | +3.5% | +5.5% |
| 30D | -0.7% | +6.3% | -7.0% | -4.7% |
| 3M | +9.5% | -4.0% | +13.5% | +7.4% |
| 6M | +41.6% | -10.3% | +51.9% | +42.9% |
| YTD | +23.3% | -53.2% | +76.5% | +81.1% |
| 1Y | +40.3% | -65.0% | +105.3% | +143.3% |
| 3Y | +692.2% | -43.9% | +736.1% | +1,000.5% |
| All | +2,672.5% | -32.6% | +2,705.2% | +3,397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling