-9.3%
FLUT vs NWSA
+149.4%
-158.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | -2.8% | +3.2% | +1.1% |
| 30D | +2.5% | +3.0% | -0.5% | +1.8% |
| 3M | -9.2% | +12.3% | -21.6% | -11.7% |
| 6M | -8.2% | +21.9% | -30.1% | -12.4% |
| YTD | -53.2% | +13.6% | -66.8% | -54.7% |
| 1Y | -65.6% | +0.5% | -66.1% | -65.8% |
| 3Y | -43.6% | +43.8% | -87.3% | -47.4% |
| 5Y | -50.3% | +41.2% | -91.5% | -54.3% |
| All | -9.3% | +149.4% | -158.7% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling