+48.9%
NVTS vs FLR
+35.7%
+13.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.6% |
| 7D | +3.9% | +5.4% | -1.4% | +0.6% |
| 30D | -4.3% | +2.8% | -7.2% | -5.0% |
| 3M | -34.5% | -6.4% | -28.1% | -30.8% |
| 6M | -57.7% | +8.8% | -66.5% | -58.3% |
| YTD | +25.4% | +23.6% | +1.8% | +12.2% |
| 1Y | +13.1% | +13.8% | -0.7% | +6.5% |
| 3Y | +48.9% | +36.5% | +12.4% | +14.6% |
| All | +48.9% | +35.7% | +13.2% | +14.6% |
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