+91.3%
NVTS vs FLUT
-65.2%
+156.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.3% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | -16.5% | +2.5% | -19.0% | -16.5% |
| 3M | -47.6% | -9.2% | -38.4% | -47.3% |
| 6M | +7.3% | -8.2% | +15.5% | +9.3% |
| YTD | +62.9% | -53.2% | +116.1% | +141.0% |
| 1Y | +91.3% | -65.6% | +156.9% | +212.2% |
| All | +91.3% | -65.2% | +156.5% | +212.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling