+1,065.2%
NRG vs FLUT
-9.3%
+1,074.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -4.7% | +0.4% | -5.1% | -4.7% |
| 30D | -6.0% | +2.5% | -8.5% | -6.3% |
| 3M | -8.0% | -9.2% | +1.3% | -7.4% |
| 6M | -23.2% | -8.2% | -14.9% | -23.0% |
| YTD | -28.1% | -53.2% | +25.2% | -21.8% |
| 1Y | -27.3% | -65.6% | +38.3% | -18.0% |
| 3Y | +208.7% | -43.6% | +252.2% | +229.8% |
| 5Y | +197.7% | -50.3% | +248.0% | +210.7% |
| All | +1,065.2% | -9.3% | +1,074.5% | +1,156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling