-18.6%
NRG vs FLUT
-65.9%
+47.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.6% | +6.4% |
| 7D | +7.1% | -1.6% | +8.8% | +7.1% |
| 30D | -1.4% | +7.7% | -9.2% | -1.4% |
| 3M | -10.5% | -0.7% | -9.7% | -10.9% |
| 6M | -26.7% | -11.2% | -15.6% | -26.7% |
| YTD | -24.5% | -53.4% | +28.9% | -16.8% |
| 1Y | -18.6% | -65.8% | +47.2% | -6.5% |
| All | -18.6% | -65.9% | +47.4% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling