+27.7%
NOK vs FLUT
+1,663.9%
-1,636.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.7% |
| 7D | +11.0% | -1.2% | +12.2% | +11.1% |
| 30D | -16.0% | +5.0% | -21.0% | -16.3% |
| 3M | -19.8% | -16.4% | -3.3% | -19.3% |
| 6M | -37.1% | -14.6% | -22.6% | -37.0% |
| YTD | +28.0% | -61.9% | +89.9% | +33.7% |
| 1Y | +17.9% | -65.0% | +83.0% | +23.7% |
| 3Y | +152.7% | -44.8% | +197.5% | +156.9% |
| 5Y | +62.3% | -49.9% | +112.2% | +63.8% |
| 10Y | +128.1% | -26.1% | +154.1% | +124.0% |
| All | +27.7% | +1,663.9% | -1,636.2% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling