+396.3%
NVDA vs FLUT
-42.5%
+438.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +3.8% | +3.8% | 0.0% | +2.9% |
| 30D | +0.8% | +6.3% | -5.5% | -1.2% |
| 3M | +8.2% | -4.0% | +12.2% | +7.8% |
| 6M | +27.1% | -10.3% | +37.4% | +28.5% |
| YTD | +21.2% | -53.2% | +74.4% | +50.6% |
| 1Y | +34.3% | -65.0% | +99.3% | +83.4% |
| 3Y | +396.3% | -43.9% | +440.1% | +468.8% |
| All | +396.3% | -42.5% | +438.8% | +468.8% |
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