-9.1%
NVTS vs FLR
+191.7%
-200.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.5% |
| 7D | -1.4% | -3.5% | +2.0% | +0.9% |
| 30D | -16.5% | +4.2% | -20.7% | -18.9% |
| 3M | -47.6% | +8.1% | -55.7% | -49.7% |
| 6M | +7.3% | +21.5% | -14.2% | -5.1% |
| YTD | +62.9% | +36.8% | +26.1% | +35.1% |
| 1Y | +91.3% | +31.2% | +60.1% | +66.5% |
| 3Y | +43.4% | +53.9% | -10.5% | +2.2% |
| All | -9.1% | +191.7% | -200.9% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling