+2,037.5%
FLUT vs NSC
+2,424.8%
-387.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -2.6% | -2.0% | -0.6% | -2.4% |
| 30D | +5.4% | -3.2% | +8.6% | +5.7% |
| 3M | -10.8% | +3.9% | -14.7% | -11.1% |
| 6M | -9.2% | +7.8% | -17.0% | -10.0% |
| YTD | -53.8% | +13.4% | -67.2% | -54.5% |
| 1Y | -66.0% | +20.3% | -86.3% | -66.7% |
| 3Y | -44.7% | +76.1% | -120.7% | -47.6% |
| 5Y | -50.6% | +45.0% | -95.6% | -52.7% |
| 10Y | -10.4% | +335.7% | -346.1% | -19.7% |
| All | +2,037.5% | +2,424.8% | -387.3% | +1,659.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded NSC 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling