+2,599.7%
NEE vs FLUT
+1,664.3%
+935.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.2% | -6.5% | +8.6% | +2.4% |
| 30D | +12.3% | +2.8% | +9.5% | +12.1% |
| 3M | +3.4% | -13.5% | +16.8% | +3.8% |
| 6M | -5.3% | -19.0% | +13.7% | -4.9% |
| YTD | +10.6% | -61.9% | +72.4% | +14.0% |
| 1Y | +6.5% | -63.2% | +69.7% | +9.9% |
| 3Y | +73.5% | -46.0% | +119.6% | +75.5% |
| 5Y | +17.0% | -51.8% | +68.7% | +17.8% |
| 10Y | +281.9% | -26.1% | +307.9% | +277.5% |
| All | +2,599.7% | +1,664.3% | +935.4% | +2,482.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling