+45.3%
NVTS vs FLUT
-42.5%
+87.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +9.7% | +3.8% | +5.9% | +8.7% |
| 30D | -13.6% | +6.3% | -19.9% | -15.0% |
| 3M | -51.0% | -4.0% | -46.9% | -51.4% |
| 6M | +46.3% | -10.3% | +56.6% | +47.2% |
| YTD | +68.1% | -53.2% | +121.2% | +117.3% |
| 1Y | +113.9% | -65.0% | +178.9% | +208.0% |
| 3Y | +45.3% | -43.9% | +89.2% | +69.9% |
| All | +45.3% | -42.5% | +87.8% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling