+4,990.3%
NVO vs FLUT
+1,645.8%
+3,344.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +3.3% | -0.7% | +4.0% | +3.3% |
| 30D | +9.2% | +9.3% | 0.0% | +8.8% |
| 3M | -9.8% | -17.5% | +7.7% | -9.2% |
| 6M | -10.4% | -14.6% | +4.2% | -10.1% |
| YTD | -14.1% | -62.3% | +48.2% | -11.4% |
| 1Y | -11.1% | -59.6% | +48.5% | -8.5% |
| 3Y | -54.9% | -45.3% | -9.7% | -54.1% |
| 5Y | -17.4% | -50.4% | +33.0% | -16.3% |
| 10Y | +214.4% | -26.8% | +241.2% | +216.3% |
| All | +4,990.3% | +1,645.8% | +3,344.5% | +4,988.7% |
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 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