-54.6%
NBIS vs FLUT
-17.3%
-37.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.0% | -8.9% | -10.1% |
| 7D | -10.5% | -0.7% | -9.8% | -10.4% |
| 30D | -37.7% | +9.3% | -47.0% | -36.2% |
| 3M | -54.6% | -17.5% | -37.1% | -55.1% |
| All | -54.6% | -17.3% | -37.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3mo: compounded portfolio wealth divided by compounded FLUT 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…
3mo analysis · Full analysis span regression · Available span rolling