+140.9%
NOK vs FLUT
-65.2%
+206.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +5.0% |
| 7D | +11.0% | +0.4% | +10.5% | +11.0% |
| 30D | +7.8% | +2.5% | +5.3% | +8.4% |
| 3M | -21.0% | -9.2% | -11.8% | -21.0% |
| 6M | +40.9% | -8.2% | +49.1% | +41.0% |
| YTD | +72.0% | -53.2% | +125.3% | +67.7% |
| 1Y | +140.9% | -65.6% | +206.5% | +130.5% |
| All | +140.9% | -65.2% | +206.1% | +130.5% |
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