+91.3%
NVTS vs FLR
+31.4%
+59.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.1% |
| 7D | -1.4% | -3.5% | +2.0% | +2.1% |
| 30D | -16.5% | +4.2% | -20.7% | -20.4% |
| 3M | -47.6% | +8.1% | -55.7% | -51.5% |
| 6M | +7.3% | +21.5% | -14.2% | -17.9% |
| YTD | +62.9% | +36.8% | +26.1% | +0.3% |
| 1Y | +91.3% | +31.2% | +60.1% | +31.5% |
| All | +91.3% | +31.4% | +59.9% | +31.5% |
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