+479.4%
NBIS vs FLUT
-64.6%
+544.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.0% | -8.9% | -9.6% |
| 7D | -10.5% | -0.7% | -9.8% | -9.9% |
| 30D | -37.7% | +9.3% | -47.0% | -39.7% |
| 3M | -54.6% | -17.5% | -37.1% | -52.1% |
| 6M | -44.1% | -14.6% | -29.5% | -44.8% |
| YTD | +38.4% | -62.3% | +100.7% | +142.5% |
| 1Y | +30.7% | -59.6% | +90.4% | +115.1% |
| All | +479.4% | -64.6% | +544.0% | +1,249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling