-49.8%
FLUT vs NI
+113.9%
-163.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -0.7% | +4.3% | -5.0% | -1.9% |
| 30D | +9.3% | +12.4% | -3.1% | +5.6% |
| 3M | -17.5% | +10.2% | -27.7% | -19.9% |
| 6M | -14.6% | -0.8% | -13.8% | -14.5% |
| YTD | -62.3% | +13.2% | -75.5% | -64.0% |
| 1Y | -59.6% | +10.1% | -69.7% | -61.1% |
| 3Y | -45.3% | +103.1% | -148.4% | -56.0% |
| All | -49.8% | +113.9% | -163.7% | -61.8% |
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