-10.3%
NVO vs FLNC
-70.4%
+60.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.3% |
| 7D | -7.6% | -4.1% | -3.5% | -7.4% |
| 30D | -6.0% | -24.8% | +18.8% | -4.3% |
| 3M | -0.8% | -59.1% | +58.3% | +4.6% |
| 6M | +16.5% | -42.0% | +58.4% | +16.9% |
| YTD | -11.1% | -49.8% | +38.7% | -10.3% |
| 1Y | -16.7% | +43.1% | -59.8% | -23.9% |
| 3Y | -52.9% | -61.0% | +8.0% | -55.5% |
| All | -10.3% | -70.4% | +60.1% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling