-59.4%
NKE vs FLUT
-43.3%
-16.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -5.5% | -3.6% | -2.0% | -5.0% |
| 30D | -10.4% | -0.3% | -10.1% | -10.5% |
| 3M | -15.8% | -12.6% | -3.2% | -14.4% |
| 6M | -33.4% | -8.0% | -25.4% | -33.0% |
| YTD | -41.0% | -54.1% | +13.1% | -34.1% |
| 1Y | -49.1% | -66.1% | +17.1% | -40.3% |
| All | -59.4% | -43.3% | -16.1% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling