+1,449.6%
NET vs FLUT
+7.6%
+1,441.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.3% |
| 7D | -7.0% | -1.6% | -5.3% | -6.6% |
| 30D | -4.8% | +7.7% | -12.5% | -7.6% |
| 3M | +3.8% | -0.7% | +4.5% | +2.3% |
| 6M | +50.0% | -11.2% | +61.2% | +52.7% |
| YTD | +41.5% | -53.4% | +94.9% | +75.8% |
| 1Y | +32.8% | -65.8% | +98.6% | +81.9% |
| 3Y | +335.9% | -44.9% | +380.8% | +403.8% |
| 5Y | +113.8% | -49.7% | +163.5% | +128.7% |
| All | +1,449.6% | +7.6% | +1,441.9% | +1,592.6% |
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 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