+248.4%
NVDA vs FLUT
-45.0%
+293.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.6% |
| 7D | -18.3% | -1.5% | -16.8% | -18.1% |
| 30D | -26.3% | +3.4% | -29.8% | -27.1% |
| 3M | -22.3% | -12.5% | -9.8% | -20.8% |
| 6M | -21.3% | -18.5% | -2.9% | -19.6% |
| YTD | -9.2% | -61.6% | +52.4% | +18.7% |
| 1Y | -14.9% | -64.1% | +49.2% | +13.4% |
| All | +248.4% | -45.0% | +293.4% | +335.0% |
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