+344.1%
NEM vs FLUT
-26.8%
+370.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.5% |
| 7D | -6.4% | -0.7% | -5.7% | -6.4% |
| 30D | +1.4% | +9.3% | -7.8% | +0.5% |
| 3M | -0.7% | -17.5% | +16.8% | +0.8% |
| 6M | -4.5% | -14.6% | +10.1% | -3.9% |
| YTD | +14.0% | -62.3% | +76.3% | +24.1% |
| 1Y | +27.3% | -59.6% | +86.9% | +37.5% |
| 3Y | +250.5% | -45.3% | +295.8% | +262.2% |
| 5Y | +121.1% | -50.4% | +171.5% | +126.4% |
| All | +344.1% | -26.8% | +370.9% | +335.5% |
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 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