+730.1%
NVT vs FLR
-6.3%
+736.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.5% |
| 7D | +7.0% | -3.1% | +10.1% | +8.1% |
| 30D | -2.3% | +4.9% | -7.3% | -3.9% |
| 3M | -3.1% | +10.8% | -13.9% | -6.6% |
| 6M | +47.0% | +19.7% | +27.4% | +37.4% |
| YTD | +56.2% | +38.4% | +17.9% | +39.2% |
| 1Y | +74.5% | +34.7% | +39.9% | +56.7% |
| 3Y | +184.0% | +56.7% | +127.4% | +133.1% |
| 5Y | +410.8% | +241.6% | +169.1% | +217.5% |
| All | +730.1% | -6.3% | +736.4% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling