+10.9%
NEE vs FLUT
-50.1%
+61.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.1% | +3.8% | -2.7% | +0.9% |
| 30D | -0.2% | +6.3% | -6.5% | -0.7% |
| 3M | +0.5% | -4.0% | +4.6% | +0.6% |
| 6M | -6.5% | -10.3% | +3.8% | -6.2% |
| YTD | +6.7% | -53.2% | +59.9% | +12.8% |
| 1Y | +23.6% | -65.0% | +88.6% | +33.9% |
| 3Y | +37.1% | -43.9% | +81.0% | +38.8% |
| 5Y | +10.9% | -49.2% | +60.2% | +12.3% |
| All | +10.9% | -50.1% | +61.1% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling