-47.6%
FLUT vs NOC
+65.5%
-113.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | +4.5% | +4.9% | -0.4% | +4.2% |
| 30D | +9.2% | +13.6% | -4.4% | +8.5% |
| 3M | -13.7% | -3.9% | -9.8% | -13.6% |
| 6M | -9.0% | +1.4% | -10.4% | -9.3% |
| YTD | -60.2% | -2.2% | -58.0% | -60.6% |
| 1Y | -63.1% | -1.2% | -61.9% | -63.5% |
| 3Y | -42.5% | +25.0% | -67.5% | -44.5% |
| 5Y | -47.6% | +66.0% | -113.6% | -52.4% |
| All | -47.6% | +65.5% | -113.1% | -52.4% |
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