+43.0%
NVTS vs FLR
+56.0%
-13.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.2% | -1.3% |
| 7D | +3.5% | -3.1% | +6.6% | +5.5% |
| 30D | -11.9% | +4.9% | -16.9% | -15.0% |
| 3M | -49.2% | +10.8% | -60.0% | -52.1% |
| 6M | +38.4% | +19.7% | +18.8% | +22.5% |
| YTD | +62.5% | +38.4% | +24.1% | +32.5% |
| 1Y | +101.4% | +34.7% | +66.7% | +72.0% |
| All | +43.0% | +56.0% | -13.0% | -6.9% |
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