+284.2%
NEE vs FLUT
-26.8%
+311.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.1% | -0.7% | -1.4% | -2.1% |
| 30D | +8.6% | +9.3% | -0.6% | +8.1% |
| 3M | -0.3% | -17.5% | +17.2% | +0.5% |
| 6M | -8.9% | -14.6% | +5.7% | -8.5% |
| YTD | +8.3% | -62.3% | +70.6% | +14.1% |
| 1Y | +4.3% | -59.6% | +63.9% | +9.3% |
| 3Y | +70.7% | -45.3% | +116.0% | +73.0% |
| 5Y | +12.8% | -50.4% | +63.2% | +13.3% |
| All | +284.2% | -26.8% | +311.0% | +279.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling