+153.4%
NEM vs FLUT
-50.1%
+203.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +3.9% | +3.8% | 0.0% | +3.5% |
| 30D | +12.7% | +6.3% | +6.4% | +12.1% |
| 3M | +28.7% | -4.0% | +32.7% | +28.5% |
| 6M | +9.8% | -10.3% | +20.1% | +10.1% |
| YTD | +28.1% | -53.2% | +81.3% | +37.9% |
| 1Y | +69.3% | -65.0% | +134.4% | +88.2% |
| 3Y | +247.7% | -43.9% | +291.6% | +260.0% |
| 5Y | +153.4% | -49.2% | +202.6% | +152.6% |
| All | +153.4% | -50.1% | +203.5% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling