+113.0%
NVTS vs FLR
+31.2%
+81.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +8.6% |
| 7D | +2.7% | +5.4% | -2.7% | -3.0% |
| 30D | -4.5% | +11.4% | -15.8% | -15.7% |
| 3M | -61.5% | +11.4% | -72.9% | -65.1% |
| 6M | +28.0% | +16.6% | +11.3% | +5.1% |
| YTD | +65.3% | +41.7% | +23.6% | -1.0% |
| 1Y | +113.0% | +35.4% | +77.6% | +44.8% |
| All | +113.0% | +31.2% | +81.8% | +44.8% |
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