+279,899.9%
NVDA vs FLUT
+1,739.7%
+278,160.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.5% |
| 7D | -13.2% | +4.5% | -17.7% | -13.6% |
| 30D | -23.2% | +9.2% | -32.4% | -24.0% |
| 3M | -20.0% | -13.7% | -6.4% | -19.2% |
| 6M | -20.6% | -9.0% | -11.6% | -20.6% |
| YTD | -6.6% | -60.2% | +53.6% | +1.4% |
| 1Y | -9.8% | -63.1% | +53.3% | -1.5% |
| 3Y | +260.5% | -42.5% | +303.0% | +278.0% |
| 5Y | +474.2% | -47.6% | +521.7% | +496.7% |
| 10Y | +7,949.9% | -22.9% | +7,972.8% | +8,109.7% |
| All | +279,899.9% | +1,739.7% | +278,160.3% | +268,741.4% |
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