+17.0%
NEE vs FLUT
-53.8%
+70.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.2% | -6.5% | +8.6% | +2.6% |
| 30D | +12.3% | +2.8% | +9.5% | +12.0% |
| 3M | +3.4% | -13.5% | +16.8% | +4.1% |
| 6M | -5.3% | -19.0% | +13.7% | -4.5% |
| YTD | +10.6% | -61.9% | +72.4% | +18.3% |
| 1Y | +6.5% | -63.2% | +69.7% | +14.1% |
| 3Y | +73.5% | -46.0% | +119.6% | +74.6% |
| 5Y | +17.0% | -51.8% | +68.7% | +19.9% |
| All | +17.0% | -53.8% | +70.7% | +19.9% |
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