-9.0%
FLUT vs NOC
+1.8%
-10.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +4.5% | +4.9% | -0.4% | +3.7% |
| 30D | +9.2% | +13.6% | -4.4% | +7.5% |
| 3M | -13.7% | -3.9% | -9.8% | -13.6% |
| 6M | -9.0% | +1.4% | -10.4% | -10.4% |
| All | -9.0% | +1.8% | -10.8% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling