+2,572.7%
NEE vs FLUT
+1,739.7%
+833.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.4% |
| 7D | -2.8% | +4.5% | -7.3% | -2.9% |
| 30D | +9.5% | +9.2% | +0.3% | +9.2% |
| 3M | +1.0% | -13.7% | +14.7% | +1.4% |
| 6M | -8.0% | -9.0% | +1.0% | -7.9% |
| YTD | +9.4% | -60.2% | +69.7% | +12.7% |
| 1Y | +3.1% | -63.1% | +66.3% | +6.5% |
| 3Y | +70.5% | -42.5% | +112.9% | +72.1% |
| 5Y | +15.2% | -47.6% | +62.8% | +15.8% |
| 10Y | +291.2% | -22.9% | +314.1% | +286.2% |
| All | +2,572.7% | +1,739.7% | +833.0% | +2,452.9% |
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 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