+4.3%
NEE vs FLUT
-63.2%
+67.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -2.1% | -0.7% | -1.4% | -2.1% |
| 30D | +8.6% | +9.3% | -0.6% | +9.2% |
| 3M | -0.3% | -17.5% | +17.2% | -1.6% |
| 6M | -8.9% | -14.6% | +5.7% | -9.1% |
| YTD | +8.3% | -62.3% | +70.6% | +2.9% |
| 1Y | +4.3% | -59.6% | +63.9% | -0.5% |
| All | +4.3% | -63.2% | +67.5% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling