+127.9%
NOK vs FLUT
-26.8%
+154.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | +5.4% | -0.7% | +6.1% | +5.4% |
| 30D | -14.1% | +9.3% | -23.4% | -14.8% |
| 3M | -23.6% | -17.5% | -6.1% | -22.8% |
| 6M | -45.1% | -14.6% | -30.5% | -45.0% |
| YTD | +24.7% | -62.3% | +87.0% | +34.0% |
| 1Y | +19.0% | -59.6% | +78.7% | +27.0% |
| 3Y | +147.0% | -45.3% | +192.3% | +152.6% |
| 5Y | +58.2% | -50.4% | +108.6% | +58.0% |
| All | +127.9% | -26.8% | +154.8% | +121.7% |
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