+1,658.1%
FLUT vs NDAQ
+4,130.8%
-2,472.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | +7.7% | +16.5% | -8.8% | +6.3% |
| 3M | -12.2% | +13.5% | -25.7% | -13.1% |
| 6M | -17.6% | +20.9% | -38.5% | -18.9% |
| YTD | -62.0% | +11.4% | -73.4% | -62.4% |
| 1Y | -62.3% | +25.9% | -88.2% | -63.0% |
| 3Y | -52.0% | +119.9% | -171.8% | -54.5% |
| 5Y | -51.8% | +61.7% | -113.5% | -53.7% |
| 10Y | -26.3% | +481.6% | -507.9% | -32.4% |
| All | +1,658.1% | +4,130.8% | -2,472.7% | +1,454.6% |
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 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