+1,664.3%
FLUT vs NDAQ
+4,185.3%
-2,520.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +2.8% | +15.9% | -13.1% | +1.5% |
| 3M | -13.5% | +15.1% | -28.6% | -14.5% |
| 6M | -19.0% | +22.9% | -41.9% | -20.4% |
| YTD | -61.9% | +12.8% | -74.7% | -62.3% |
| 1Y | -63.2% | +26.0% | -89.2% | -63.9% |
| 3Y | -46.0% | +119.7% | -165.7% | -48.9% |
| 5Y | -51.8% | +65.4% | -117.2% | -53.8% |
| 10Y | -26.1% | +469.3% | -495.3% | -32.2% |
| All | +1,664.3% | +4,185.3% | -2,520.9% | +1,458.4% |
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