-48.9%
NKE vs FLUT
-65.2%
+16.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | -8.2% | +2.5% | -10.7% | -8.5% |
| 3M | -19.1% | -9.2% | -9.8% | -18.5% |
| 6M | -32.6% | -8.2% | -24.4% | -32.5% |
| YTD | -40.7% | -53.2% | +12.5% | -38.7% |
| 1Y | -48.9% | -65.6% | +16.7% | -47.1% |
| All | -48.9% | -65.2% | +16.4% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling