+23.5%
FLUT vs NWSA
+123.2%
-99.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +3.8% | -2.6% | +6.5% | +4.3% |
| 30D | +6.3% | +4.6% | +1.7% | +5.4% |
| 3M | -4.0% | +10.2% | -14.2% | -5.9% |
| 6M | -10.3% | +21.6% | -31.9% | -13.6% |
| YTD | -53.2% | +14.6% | -67.8% | -54.4% |
| 1Y | -65.0% | +0.4% | -65.4% | -65.2% |
| 3Y | -43.9% | +45.0% | -88.9% | -47.1% |
| 5Y | -49.2% | +41.3% | -90.5% | -52.7% |
| 10Y | -9.2% | +142.8% | -152.0% | -14.0% |
| All | +23.5% | +123.2% | -99.7% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling