-7.8%
NVTS vs FLUT
-49.2%
+41.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.1% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | -4.5% | +7.7% | -12.2% | -7.7% |
| 3M | -61.5% | -0.7% | -60.8% | -62.6% |
| 6M | +28.0% | -11.2% | +39.1% | +28.1% |
| YTD | +65.3% | -53.4% | +118.7% | +124.0% |
| 1Y | +113.0% | -65.8% | +178.8% | +234.4% |
| 3Y | +34.7% | -44.9% | +79.6% | +59.8% |
| All | -7.8% | -49.2% | +41.4% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling