+1,739.7%
FLUT vs NSC
+2,492.4%
-752.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +4.5% | -3.5% | +8.1% | +4.9% |
| 30D | +9.2% | +3.9% | +5.3% | +8.8% |
| 3M | -13.7% | -0.8% | -12.9% | -13.6% |
| 6M | -9.0% | +7.1% | -16.1% | -9.7% |
| YTD | -60.2% | +16.4% | -76.7% | -60.9% |
| 1Y | -63.1% | +16.9% | -80.0% | -63.8% |
| 3Y | -42.5% | +78.4% | -120.8% | -45.7% |
| 5Y | -47.6% | +33.1% | -80.7% | -49.6% |
| 10Y | -22.9% | +299.9% | -322.8% | -30.6% |
| All | +1,739.7% | +2,492.4% | -752.7% | +1,410.1% |
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