-24.0%
NKE vs FLUT
-9.3%
-14.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | -8.2% | +2.5% | -10.7% | -8.6% |
| 3M | -19.1% | -9.2% | -9.8% | -18.3% |
| 6M | -32.6% | -8.2% | -24.4% | -32.3% |
| YTD | -40.7% | -53.2% | +12.5% | -35.2% |
| 1Y | -48.9% | -65.6% | +16.7% | -42.1% |
| 3Y | -59.2% | -43.6% | -15.7% | -57.1% |
| 5Y | -75.3% | -50.3% | -25.0% | -74.8% |
| All | -24.0% | -9.3% | -14.7% | -28.5% |
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