-49.9%
FLUT vs NOC
+56.1%
-106.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +3.8% | -2.7% | +6.5% | +3.9% |
| 30D | +6.3% | -8.9% | +15.2% | +6.7% |
| 3M | -4.0% | -3.7% | -0.4% | -4.0% |
| 6M | -10.3% | -30.8% | +20.5% | -9.0% |
| YTD | -53.2% | -7.9% | -45.2% | -53.4% |
| 1Y | -65.0% | -9.4% | -55.6% | -65.2% |
| 3Y | -43.9% | +29.0% | -72.9% | -46.4% |
| All | -49.9% | +56.1% | -106.0% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling