-34.4%
FLUT vs NXT
+171.8%
-206.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.2% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +5.4% | -20.0% | +25.3% | +6.6% |
| 3M | -10.8% | -30.9% | +20.2% | -9.2% |
| 6M | -9.2% | -23.8% | +14.6% | -9.6% |
| YTD | -53.8% | -5.4% | -48.4% | -55.2% |
| 1Y | -66.0% | +28.0% | -94.0% | -68.0% |
| 3Y | -44.7% | +93.3% | -138.0% | -53.0% |
| All | -34.4% | +171.8% | -206.2% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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