+127.6%
NOK vs FLUT
-11.0%
+138.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | +8.7% | -3.6% | +12.3% | +9.0% |
| 30D | +12.5% | -0.3% | +12.8% | +12.4% |
| 3M | -20.7% | -12.6% | -8.1% | -20.2% |
| 6M | +36.2% | -8.0% | +44.1% | +36.2% |
| YTD | +64.1% | -54.1% | +118.3% | +74.4% |
| 1Y | +132.4% | -66.1% | +198.5% | +153.8% |
| 3Y | +182.9% | -45.0% | +227.9% | +190.6% |
| 5Y | +102.8% | -51.2% | +154.0% | +100.4% |
| All | +127.6% | -11.0% | +138.6% | +116.1% |
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 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