+203.7%
NRG vs FLUT
-43.3%
+247.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.5% |
| 30D | -6.8% | -0.3% | -6.5% | -6.9% |
| 3M | -7.1% | -12.6% | +5.5% | -5.3% |
| 6M | -27.6% | -8.0% | -19.6% | -27.4% |
| YTD | -29.2% | -54.1% | +24.9% | -13.6% |
| 1Y | -29.9% | -66.1% | +36.2% | -6.2% |
| All | +203.7% | -43.3% | +247.0% | +259.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling