-54.9%
NVO vs FLUT
-45.9%
-9.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | +9.2% | +9.3% | 0.0% | +7.8% |
| 3M | -9.8% | -17.5% | +7.7% | -7.7% |
| 6M | -10.4% | -14.6% | +4.2% | -9.5% |
| YTD | -14.1% | -62.3% | +48.2% | -3.3% |
| 1Y | -11.1% | -59.6% | +48.5% | -0.9% |
| 3Y | -54.9% | -45.3% | -9.7% | -48.7% |
| All | -54.9% | -45.9% | -9.0% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling