+300.2%
NEM vs FLUT
-11.0%
+311.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -3.3% | -3.6% | +0.3% | -3.0% |
| 30D | +7.8% | -0.3% | +8.2% | +7.8% |
| 3M | +36.3% | -12.6% | +48.9% | +37.4% |
| 6M | +6.6% | -8.0% | +14.5% | +6.6% |
| YTD | +27.1% | -54.1% | +81.3% | +36.2% |
| 1Y | +62.3% | -66.1% | +128.5% | +79.3% |
| 3Y | +245.1% | -45.0% | +290.1% | +257.3% |
| 5Y | +154.0% | -51.2% | +205.2% | +160.8% |
| All | +300.2% | -11.0% | +311.2% | +283.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling