+1,381.0%
NET vs FLUT
-12.1%
+1,393.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.2% | -1.9% |
| 7D | -16.4% | +4.2% | -20.5% | -17.7% |
| 30D | -25.8% | +8.0% | -33.8% | -28.0% |
| 3M | -11.5% | -22.1% | +10.5% | -6.4% |
| 6M | +18.9% | -21.7% | +40.6% | +24.3% |
| YTD | +35.2% | -62.0% | +97.2% | +76.6% |
| 1Y | +14.5% | -63.2% | +77.6% | +50.7% |
| 3Y | +313.8% | -52.1% | +365.9% | +394.6% |
| 5Y | +32.6% | -52.9% | +85.5% | +46.6% |
| All | +1,381.0% | -12.1% | +1,393.1% | +1,600.1% |
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 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