+2,037.5%
FLUT vs NTRS
+871.0%
+1,166.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.6% | +0.9% | -3.5% | -2.7% |
| 30D | +5.4% | -1.2% | +6.6% | +5.5% |
| 3M | -10.8% | +8.8% | -19.5% | -11.5% |
| 6M | -9.2% | +34.7% | -43.9% | -11.6% |
| YTD | -53.8% | +37.2% | -91.1% | -55.1% |
| 1Y | -66.0% | +46.3% | -112.3% | -67.1% |
| 3Y | -44.7% | +163.2% | -207.9% | -48.7% |
| 5Y | -50.6% | +86.9% | -137.5% | -53.6% |
| 10Y | -10.4% | +250.9% | -261.3% | -17.4% |
| All | +2,037.5% | +871.0% | +1,166.4% | +1,882.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling