+15,200.7%
NVDA vs FLUT
-10.4%
+15,211.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.6% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | +2.8% | +5.4% | -2.6% | +1.3% |
| 3M | +7.4% | -10.8% | +18.2% | +8.9% |
| 6M | +22.6% | -9.2% | +31.8% | +23.2% |
| YTD | +20.1% | -53.8% | +73.9% | +39.9% |
| 1Y | +31.2% | -66.0% | +97.1% | +63.0% |
| 3Y | +391.7% | -44.7% | +436.4% | +443.9% |
| 5Y | +911.9% | -50.6% | +962.5% | +961.6% |
| 10Y | +15,200.7% | -10.4% | +15,211.1% | +16,520.2% |
| All | +15,200.7% | -10.4% | +15,211.1% | +16,520.2% |
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