+271.6%
NEM vs FLUT
-44.6%
+316.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.2% |
| 7D | +11.6% | -1.5% | +13.1% | +11.7% |
| 30D | +1.8% | +3.4% | -1.6% | +1.6% |
| 3M | +2.5% | -12.5% | +15.0% | +3.1% |
| 6M | +3.4% | -18.5% | +21.9% | +3.8% |
| YTD | +20.9% | -61.6% | +82.5% | +31.6% |
| 1Y | +37.2% | -64.1% | +101.3% | +50.5% |
| 3Y | +271.6% | -44.5% | +316.1% | +279.8% |
| All | +271.6% | -44.6% | +316.3% | +279.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling