-21.3%
NVTS vs FLUT
-56.6%
+35.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.7% | +6.1% |
| 7D | +7.9% | +4.5% | +3.4% | +6.2% |
| 30D | +0.8% | +9.2% | -8.4% | -3.3% |
| 3M | -26.0% | -13.7% | -12.3% | -23.3% |
| 6M | -55.5% | -9.0% | -46.5% | -56.8% |
| YTD | +41.0% | -60.2% | +101.3% | +100.1% |
| 1Y | +10.4% | -63.1% | +73.5% | +62.4% |
| 3Y | +60.9% | -42.5% | +103.3% | +81.0% |
| 5Y | -42.8% | -47.6% | +4.8% | -45.9% |
| All | -21.3% | -56.6% | +35.3% | -31.4% |
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