+1,663.9%
FLUT vs NOC
+1,535.6%
+128.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -1.2% | +4.5% | -5.8% | -1.4% |
| 30D | +5.0% | +14.1% | -9.1% | +4.4% |
| 3M | -16.4% | -4.5% | -12.0% | -16.3% |
| 6M | -14.6% | -0.8% | -13.8% | -14.6% |
| YTD | -61.9% | -2.5% | -59.4% | -62.0% |
| 1Y | -65.0% | -0.1% | -65.0% | -65.2% |
| 3Y | -44.8% | +24.6% | -69.4% | -45.8% |
| 5Y | -49.9% | +65.6% | -115.5% | -51.5% |
| 10Y | -26.1% | +160.5% | -186.6% | -30.6% |
| All | +1,663.9% | +1,535.6% | +128.3% | +1,307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling