+590.5%
NEM vs FLUT
+1,739.7%
-1,149.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.9% | -1.3% |
| 7D | +0.3% | +4.5% | -4.2% | +0.2% |
| 30D | +1.1% | +9.2% | -8.1% | +0.8% |
| 3M | +1.3% | -13.7% | +14.9% | +1.6% |
| 6M | -1.4% | -9.0% | +7.6% | -1.4% |
| YTD | +19.4% | -60.2% | +79.7% | +22.5% |
| 1Y | +32.9% | -63.1% | +96.1% | +36.7% |
| 3Y | +267.0% | -42.5% | +309.5% | +271.6% |
| 5Y | +131.0% | -47.6% | +178.6% | +133.1% |
| 10Y | +379.9% | -22.9% | +402.8% | +382.7% |
| All | +590.5% | +1,739.7% | -1,149.2% | +630.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling