+646.6%
NEM vs FLUT
+2,054.3%
-1,407.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | +23.1% | +7.7% | +15.3% | +22.8% |
| 3M | +18.5% | -0.7% | +19.2% | +18.3% |
| 6M | +7.8% | -11.2% | +18.9% | +7.9% |
| YTD | +29.1% | -53.4% | +82.6% | +32.0% |
| 1Y | +72.7% | -65.8% | +138.4% | +78.2% |
| 3Y | +248.7% | -44.9% | +293.7% | +253.4% |
| 5Y | +148.7% | -49.7% | +198.4% | +150.6% |
| 10Y | +304.8% | -9.7% | +314.5% | +305.5% |
| All | +646.6% | +2,054.3% | -1,407.7% | +686.4% |
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