-30.1%
NVTS vs FLUT
-58.8%
+28.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.0% |
| 7D | +3.9% | -0.7% | +4.6% | +4.3% |
| 30D | -4.3% | +9.3% | -13.6% | -8.4% |
| 3M | -34.5% | -17.5% | -17.0% | -31.0% |
| 6M | -57.7% | -14.6% | -43.1% | -57.9% |
| YTD | +25.4% | -62.3% | +87.6% | +81.3% |
| 1Y | +13.1% | -59.6% | +72.8% | +58.3% |
| 3Y | +48.9% | -45.3% | +94.2% | +70.6% |
| 5Y | -51.8% | -50.4% | -1.4% | -53.6% |
| All | -30.1% | -58.8% | +28.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling