+1,516.1%
NRG vs FLUT
+1,765.4%
-249.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.5% |
| 7D | +3.9% | -2.6% | +6.5% | +4.0% |
| 30D | -3.0% | +5.4% | -8.3% | -3.3% |
| 3M | -10.9% | -10.8% | -0.1% | -10.5% |
| 6M | -25.3% | -9.2% | -16.1% | -25.1% |
| YTD | -26.8% | -53.8% | +27.0% | -23.7% |
| 1Y | -23.3% | -66.0% | +42.7% | -18.5% |
| 3Y | +208.6% | -44.7% | +253.3% | +218.9% |
| 5Y | +194.1% | -50.6% | +244.7% | +201.5% |
| 10Y | +1,123.6% | -10.4% | +1,134.0% | +1,128.8% |
| All | +1,516.1% | +1,765.4% | -249.3% | +1,419.1% |
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 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