+2,067.0%
FLUT vs NSC
+2,460.9%
-393.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +3.8% | -1.5% | +5.3% | +4.0% |
| 30D | +6.3% | -1.9% | +8.2% | +6.5% |
| 3M | -4.0% | +6.2% | -10.3% | -4.7% |
| 6M | -10.3% | +9.2% | -19.5% | -11.2% |
| YTD | -53.2% | +15.0% | -68.2% | -53.9% |
| 1Y | -65.0% | +21.1% | -86.1% | -65.8% |
| 3Y | -43.9% | +78.6% | -122.5% | -47.0% |
| 5Y | -49.2% | +45.9% | -95.1% | -51.4% |
| 10Y | -9.2% | +326.9% | -336.0% | -18.5% |
| All | +2,067.0% | +2,460.9% | -393.9% | +1,681.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling