-11.9%
FLUT vs NTR
+103.6%
-115.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +3.8% | +3.8% | 0.0% | +3.4% |
| 30D | +6.3% | +25.2% | -18.9% | +3.6% |
| 3M | -4.0% | +21.0% | -25.1% | -6.2% |
| 6M | -10.3% | +7.6% | -17.9% | -11.4% |
| YTD | -53.2% | +32.9% | -86.0% | -55.2% |
| 1Y | -65.0% | +43.1% | -108.1% | -66.9% |
| 3Y | -43.9% | +41.6% | -85.5% | -47.4% |
| 5Y | -49.2% | +54.8% | -104.0% | -52.2% |
| All | -11.9% | +103.6% | -115.4% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling