-25.3%
NVTS vs FLUT
-58.4%
+33.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -0.9% | -3.6% |
| 7D | +21.6% | -1.2% | +22.8% | +22.2% |
| 30D | -8.5% | +5.0% | -13.5% | -11.0% |
| 3M | -31.4% | -16.4% | -14.9% | -28.1% |
| 6M | -50.3% | -14.6% | -35.8% | -50.5% |
| YTD | +33.9% | -61.9% | +95.8% | +92.9% |
| 1Y | +10.6% | -65.0% | +75.7% | +66.2% |
| 3Y | +52.7% | -44.8% | +97.5% | +74.4% |
| 5Y | -48.5% | -49.9% | +1.4% | -50.6% |
| All | -25.3% | -58.4% | +33.1% | -33.9% |
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 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