+54.7%
NOK vs FLUT
+2,054.3%
-1,999.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.8% | +2.8% |
| 7D | -1.8% | -1.6% | -0.1% | -1.7% |
| 30D | +4.7% | +7.7% | -3.1% | +4.2% |
| 3M | -39.7% | -0.7% | -38.9% | -39.8% |
| 6M | +23.1% | -11.2% | +34.2% | +23.3% |
| YTD | +55.0% | -53.4% | +108.5% | +60.6% |
| 1Y | +118.0% | -65.8% | +183.8% | +129.6% |
| 3Y | +170.5% | -44.9% | +215.4% | +175.4% |
| 5Y | +84.9% | -49.7% | +134.6% | +86.1% |
| 10Y | +112.0% | -9.7% | +121.7% | +106.6% |
| All | +54.7% | +2,054.3% | -1,999.6% | +40.3% |
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 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