+750.3%
NVT vs FLR
-7.4%
+757.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.3% |
| 7D | +4.1% | -3.5% | +7.6% | +5.3% |
| 30D | -5.1% | +4.2% | -9.3% | -6.4% |
| 3M | -1.2% | +8.1% | -9.2% | -4.0% |
| 6M | +46.6% | +21.5% | +25.1% | +36.4% |
| YTD | +60.0% | +36.8% | +23.2% | +43.1% |
| 1Y | +70.8% | +31.2% | +39.6% | +54.6% |
| 3Y | +187.5% | +53.9% | +133.7% | +137.4% |
| 5Y | +426.1% | +243.0% | +183.1% | +226.8% |
| All | +750.3% | -7.4% | +757.6% | +411.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling