+184.5%
NOK vs FLUT
-42.9%
+227.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +9.3% | -2.6% | +11.9% | +9.4% |
| 30D | +17.9% | +5.4% | +12.5% | +17.6% |
| 3M | -22.3% | -10.8% | -11.5% | -21.9% |
| 6M | +36.4% | -9.2% | +45.6% | +36.7% |
| YTD | +66.3% | -53.8% | +120.1% | +78.3% |
| 1Y | +134.4% | -66.0% | +200.4% | +160.8% |
| All | +184.5% | -42.9% | +227.4% | +179.9% |
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