+448.1%
NFLX vs FLUT
-25.6%
+473.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -0.3% | -1.5% | +1.2% | -0.1% |
| 30D | -10.0% | +3.4% | -13.4% | -10.4% |
| 3M | -17.1% | -12.5% | -4.6% | -16.0% |
| 6M | -27.7% | -18.5% | -9.2% | -26.4% |
| YTD | -32.5% | -61.6% | +29.1% | -25.8% |
| 1Y | -43.5% | -64.1% | +20.6% | -37.5% |
| 3Y | +41.4% | -44.5% | +85.9% | +48.4% |
| 5Y | -2.2% | -51.3% | +49.1% | -0.7% |
| 10Y | +448.1% | -25.6% | +473.7% | +482.5% |
| All | +448.1% | -25.6% | +473.7% | +482.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling