-9.3%
FLUT vs NI
+143.3%
-152.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.5% | -1.4% | +3.9% | +2.7% |
| 3M | -9.2% | -10.6% | +1.3% | -8.0% |
| 6M | -8.2% | -9.3% | +1.1% | -7.2% |
| YTD | -53.2% | +1.1% | -54.4% | -53.4% |
| 1Y | -65.6% | +3.4% | -69.0% | -65.8% |
| 3Y | -43.6% | +67.9% | -111.4% | -46.6% |
| 5Y | -50.3% | +98.0% | -148.3% | -53.3% |
| All | -9.3% | +143.3% | -152.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling