-26.8%
FLUT vs NWSA
+148.1%
-175.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | -0.7% | +2.2% | -2.9% | -1.2% |
| 30D | +9.3% | -8.8% | +18.0% | +11.2% |
| 3M | -17.5% | -6.5% | -11.0% | -16.6% |
| 6M | -14.6% | +1.5% | -16.1% | -15.4% |
| YTD | -62.3% | +4.0% | -66.3% | -62.9% |
| 1Y | -59.6% | +3.4% | -63.1% | -60.2% |
| 3Y | -45.3% | +34.8% | -80.1% | -48.5% |
| 5Y | -50.4% | +18.4% | -68.8% | -53.6% |
| All | -26.8% | +148.1% | -175.0% | -27.9% |
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