-49.9%
FLUT vs NSC
+46.1%
-96.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +3.8% | -1.5% | +5.3% | +4.4% |
| 30D | +6.3% | -1.9% | +8.2% | +7.1% |
| 3M | -4.0% | +6.2% | -10.3% | -6.4% |
| 6M | -10.3% | +9.2% | -19.5% | -13.7% |
| YTD | -53.2% | +15.0% | -68.2% | -56.0% |
| 1Y | -65.0% | +21.1% | -86.1% | -67.8% |
| 3Y | -43.9% | +78.6% | -122.5% | -56.0% |
| All | -49.9% | +46.1% | -96.0% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling