+187.5%
NVT vs FLR
+54.2%
+133.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.2% |
| 7D | +4.1% | -3.5% | +7.6% | +5.6% |
| 30D | -5.1% | +4.2% | -9.3% | -6.7% |
| 3M | -1.2% | +8.1% | -9.2% | -4.7% |
| 6M | +46.6% | +21.5% | +25.1% | +33.7% |
| YTD | +60.0% | +36.8% | +23.2% | +39.2% |
| 1Y | +70.8% | +31.2% | +39.6% | +50.8% |
| 3Y | +187.5% | +53.9% | +133.7% | +112.9% |
| All | +187.5% | +54.2% | +133.4% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling