-51.2%
FLUT vs NTR
+45.0%
-96.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -3.6% | -2.5% | -1.1% | -3.2% |
| 30D | -0.3% | +17.0% | -17.4% | -2.8% |
| 3M | -12.6% | +22.2% | -34.8% | -15.5% |
| 6M | -8.0% | +5.2% | -13.2% | -9.3% |
| YTD | -54.1% | +29.7% | -83.8% | -56.8% |
| 1Y | -66.1% | +39.4% | -105.5% | -68.7% |
| 3Y | -45.0% | +38.2% | -83.2% | -49.8% |
| 5Y | -51.2% | +47.6% | -98.8% | -58.3% |
| All | -51.2% | +45.0% | -96.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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