+247.7%
NEM vs FLUT
-42.5%
+290.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +3.9% | +3.8% | 0.0% | +3.6% |
| 30D | +12.7% | +6.3% | +6.4% | +12.3% |
| 3M | +28.7% | -4.0% | +32.7% | +28.4% |
| 6M | +9.8% | -10.3% | +20.1% | +10.1% |
| YTD | +28.1% | -53.2% | +81.3% | +39.2% |
| 1Y | +69.3% | -65.0% | +134.4% | +91.0% |
| 3Y | +247.7% | -43.9% | +291.6% | +257.1% |
| All | +247.7% | -42.5% | +290.2% | +257.1% |
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 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