+3.6%
NVT vs FLR
+2.5%
+1.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.8% | -11.9% | -12.3% |
| 7D | -19.5% | +1.4% | -20.8% | -19.9% |
| 30D | -32.4% | -5.9% | -26.5% | -30.0% |
| 3M | -30.3% | -7.6% | -22.7% | -28.0% |
| 6M | -30.4% | -9.3% | -21.2% | -27.9% |
| YTD | +11.3% | +20.1% | -8.8% | -5.3% |
| 1Y | +3.6% | +3.0% | +0.6% | -1.4% |
| All | +3.6% | +2.5% | +1.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling