-63.2%
FLUT vs NTRS
+43.5%
-106.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.5% | -3.5% |
| 7D | +4.2% | +3.6% | +0.6% | +2.7% |
| 30D | +8.0% | +4.3% | +3.7% | +6.1% |
| 3M | -22.1% | -1.9% | -20.1% | -21.9% |
| 6M | -21.7% | +11.4% | -33.1% | -28.4% |
| YTD | -62.0% | +32.3% | -94.3% | -70.9% |
| 1Y | -63.2% | +42.5% | -105.7% | -75.3% |
| All | -63.2% | +43.5% | -106.6% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling