-11.0%
FLUT vs NOC
+192.5%
-203.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | -0.3% | -9.4% | +9.1% | -0.1% |
| 3M | -12.6% | -3.8% | -8.8% | -12.6% |
| 6M | -8.0% | -28.8% | +20.8% | -7.3% |
| YTD | -54.1% | -7.9% | -46.2% | -54.2% |
| 1Y | -66.1% | -9.0% | -57.1% | -66.2% |
| 3Y | -45.0% | +29.1% | -74.1% | -46.0% |
| 5Y | -51.2% | +58.9% | -110.2% | -52.1% |
| All | -11.0% | +192.5% | -203.5% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NOC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling