-75.5%
NKE vs FLUT
-51.9%
-23.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -5.5% | -3.6% | -2.0% | -4.9% |
| 30D | -10.4% | -0.3% | -10.1% | -10.5% |
| 3M | -15.8% | -12.6% | -3.2% | -14.2% |
| 6M | -33.4% | -8.0% | -25.4% | -33.0% |
| YTD | -41.0% | -54.1% | +13.1% | -33.1% |
| 1Y | -49.1% | -66.1% | +17.1% | -39.3% |
| 3Y | -59.8% | -45.0% | -14.8% | -57.0% |
| 5Y | -75.5% | -51.2% | -24.2% | -75.2% |
| All | -75.5% | -51.9% | -23.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling