+1,645.8%
FLUT vs NI
+1,684.3%
-38.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -0.7% | +4.3% | -5.0% | -1.0% |
| 30D | +9.3% | +12.4% | -3.1% | +8.2% |
| 3M | -17.5% | +10.2% | -27.7% | -18.1% |
| 6M | -14.6% | -0.8% | -13.8% | -14.6% |
| YTD | -62.3% | +13.2% | -75.5% | -62.7% |
| 1Y | -59.6% | +10.1% | -69.7% | -60.0% |
| 3Y | -45.3% | +103.1% | -148.4% | -48.0% |
| 5Y | -50.4% | +115.5% | -166.0% | -53.0% |
| 10Y | -26.8% | +195.5% | -222.3% | -32.3% |
| All | +1,645.8% | +1,684.3% | -38.5% | +1,324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling