-65.9%
FLUT vs NWSA
+2.1%
-68.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -2.6% | -3.1% | +0.5% | -1.3% |
| 30D | +5.4% | +4.3% | +1.1% | +3.4% |
| 3M | -10.8% | +9.2% | -20.0% | -15.0% |
| 6M | -9.2% | +21.6% | -30.8% | -17.8% |
| YTD | -53.8% | +14.2% | -68.0% | -56.4% |
| All | -65.9% | +2.1% | -68.0% | -66.7% |
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