-39.4%
NOK vs FLUT
-12.7%
-26.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +3.3% |
| 7D | +2.2% | +4.5% | -2.3% | +3.4% |
| 30D | -14.7% | +9.2% | -24.0% | -12.5% |
| 3M | -10.6% | -13.7% | +3.1% | -12.2% |
| 6M | -39.4% | -9.0% | -30.4% | -39.8% |
| All | -39.4% | -12.7% | -26.7% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling