+1,645.8%
FLUT vs NSC
+2,471.1%
-825.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | +9.3% | +1.7% | +7.6% | +9.0% |
| 3M | -17.5% | -2.6% | -14.9% | -17.3% |
| 6M | -14.6% | +6.4% | -21.0% | -15.2% |
| YTD | -62.3% | +15.5% | -77.8% | -62.9% |
| 1Y | -59.6% | +17.6% | -77.2% | -60.4% |
| 3Y | -45.3% | +75.0% | -120.3% | -48.2% |
| 5Y | -50.4% | +32.2% | -82.6% | -52.3% |
| 10Y | -26.8% | +296.6% | -323.4% | -34.1% |
| All | +1,645.8% | +2,471.1% | -825.3% | +1,334.2% |
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