+2,054.3%
FLUT vs NOC
+1,433.9%
+620.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.1% |
| 7D | -1.6% | -5.2% | +3.5% | -1.4% |
| 30D | +7.7% | -7.2% | +15.0% | +8.1% |
| 3M | -0.7% | -5.1% | +4.4% | -0.5% |
| 6M | -11.2% | -31.1% | +19.9% | -9.8% |
| YTD | -53.4% | -8.6% | -44.9% | -53.4% |
| 1Y | -65.8% | -9.7% | -56.0% | -65.7% |
| 3Y | -44.9% | +24.3% | -69.2% | -45.9% |
| 5Y | -49.7% | +52.6% | -102.3% | -51.1% |
| 10Y | -9.7% | +183.6% | -193.3% | -15.7% |
| All | +2,054.3% | +1,433.9% | +620.4% | +1,624.6% |
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