-7.2%
NVTS vs FLNC
-71.1%
+63.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.4% | -2.2% |
| 7D | +0.5% | -5.0% | +5.5% | +2.4% |
| 30D | -18.0% | -26.1% | +8.1% | -7.7% |
| 3M | -45.6% | -55.2% | +9.6% | -24.7% |
| 6M | +28.5% | -42.6% | +71.1% | +46.9% |
| YTD | +56.2% | -51.0% | +107.2% | +83.5% |
| 1Y | +97.7% | +43.3% | +54.4% | +46.1% |
| 3Y | +35.0% | -63.4% | +98.4% | +38.5% |
| All | -7.2% | -71.1% | +63.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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