-64.3%
FLUT vs NDAQ
+26.1%
-90.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.4% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +2.8% | +15.9% | -13.1% | -5.6% |
| 3M | -13.5% | +15.1% | -28.6% | -20.5% |
| 6M | -19.0% | +22.9% | -41.9% | -28.9% |
| YTD | -61.9% | +12.8% | -74.7% | -65.4% |
| All | -64.3% | +26.1% | -90.4% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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