-7.8%
NVTS vs FLR
+202.3%
-210.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.8% |
| 7D | +2.7% | +5.4% | -2.7% | -1.0% |
| 30D | -4.5% | +11.4% | -15.8% | -11.4% |
| 3M | -61.5% | +11.4% | -72.9% | -63.5% |
| 6M | +28.0% | +16.6% | +11.3% | +15.8% |
| YTD | +65.3% | +41.7% | +23.6% | +34.0% |
| 1Y | +113.0% | +35.4% | +77.6% | +81.5% |
| 3Y | +34.7% | +57.3% | -22.6% | -5.5% |
| All | -7.8% | +202.3% | -210.1% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling