-63.2%
FLUT vs NWSA
+18.2%
-81.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.1% | -4.0% |
| 7D | +4.2% | +4.3% | -0.1% | +2.2% |
| 30D | +8.0% | +5.6% | +2.4% | +5.5% |
| 3M | -22.1% | +7.3% | -29.3% | -24.8% |
| 6M | -21.7% | +18.8% | -40.5% | -28.6% |
| YTD | -62.0% | +17.9% | -79.8% | -64.3% |
| 1Y | -63.2% | +19.3% | -82.5% | -65.8% |
| All | -63.2% | +18.2% | -81.4% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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