-51.2%
FLUT vs NI
+94.6%
-145.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -0.3% | -1.4% | +1.1% | 0.0% |
| 3M | -12.6% | -10.6% | -2.0% | -9.8% |
| 6M | -8.0% | -9.9% | +1.9% | -5.4% |
| YTD | -54.1% | +1.2% | -55.3% | -54.7% |
| 1Y | -66.1% | +4.4% | -70.5% | -66.9% |
| 3Y | -45.0% | +68.6% | -113.6% | -53.2% |
| 5Y | -51.2% | +98.0% | -149.2% | -61.3% |
| All | -51.2% | +94.6% | -145.8% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling