-51.9%
NVO vs FLUT
-43.3%
-8.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -7.4% | -3.6% | -3.8% | -6.9% |
| 30D | -5.5% | -0.3% | -5.2% | -5.6% |
| 3M | +4.1% | -12.6% | +16.7% | +5.7% |
| 6M | +19.3% | -8.0% | +27.3% | +19.9% |
| YTD | -9.2% | -54.1% | +44.9% | 0.0% |
| 1Y | -15.0% | -66.1% | +51.1% | -3.1% |
| All | -51.9% | -43.3% | -8.6% | -48.5% |
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