-11.0%
FLUT vs NSC
+336.2%
-347.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.6% | -1.4% | -2.2% | -3.3% |
| 30D | -0.3% | -3.4% | +3.0% | +0.3% |
| 3M | -12.6% | +5.1% | -17.7% | -13.5% |
| 6M | -8.0% | +9.2% | -17.2% | -9.6% |
| YTD | -54.1% | +13.4% | -67.5% | -55.3% |
| 1Y | -66.1% | +20.8% | -86.9% | -67.3% |
| 3Y | -45.0% | +76.1% | -121.1% | -50.1% |
| 5Y | -51.2% | +45.3% | -96.5% | -54.9% |
| All | -11.0% | +336.2% | -347.2% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling