+102.7%
NOK vs FLUT
-48.5%
+151.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +9.3% | -2.6% | +11.9% | +9.7% |
| 30D | +17.9% | +5.4% | +12.5% | +16.9% |
| 3M | -22.3% | -10.8% | -11.5% | -21.6% |
| 6M | +36.4% | -9.2% | +45.6% | +36.7% |
| YTD | +66.3% | -53.8% | +120.1% | +85.8% |
| 1Y | +134.4% | -66.0% | +200.4% | +175.8% |
| 3Y | +186.6% | -44.7% | +231.3% | +196.2% |
| 5Y | +102.7% | -50.6% | +153.3% | +101.3% |
| All | +102.7% | -48.5% | +151.2% | +101.3% |
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