-9.3%
FLUT vs NTRS
+259.9%
-269.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | +2.5% | -0.7% | +3.2% | +2.6% |
| 3M | -9.2% | +11.3% | -20.6% | -10.9% |
| 6M | -8.2% | +35.5% | -43.8% | -12.9% |
| YTD | -53.2% | +40.6% | -93.8% | -55.8% |
| 1Y | -65.6% | +49.2% | -114.8% | -67.8% |
| 3Y | -43.6% | +167.2% | -210.8% | -51.2% |
| 5Y | -50.3% | +94.9% | -145.2% | -56.6% |
| All | -9.3% | +259.9% | -269.2% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling