+2,054.3%
FLUT vs NDAQ
+3,713.4%
-1,659.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | +7.7% | +2.5% | +5.3% | +7.5% |
| 3M | -0.7% | +9.9% | -10.6% | -1.5% |
| 6M | -11.2% | +9.4% | -20.6% | -11.8% |
| YTD | -53.4% | +0.4% | -53.9% | -53.5% |
| 1Y | -65.8% | +4.0% | -69.8% | -65.9% |
| 3Y | -44.9% | +94.4% | -139.3% | -47.3% |
| 5Y | -49.7% | +56.7% | -106.4% | -51.4% |
| 10Y | -9.7% | +375.3% | -385.0% | -16.2% |
| All | +2,054.3% | +3,713.4% | -1,659.2% | +1,822.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling