+195.8%
NXPI vs FLUT
-9.2%
+205.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +0.7% | +3.8% | -3.2% | 0.0% |
| 30D | -6.6% | +6.3% | -12.9% | -7.8% |
| 3M | -25.4% | -4.0% | -21.4% | -25.5% |
| 6M | +11.9% | -10.3% | +22.2% | +12.5% |
| YTD | +4.0% | -53.2% | +57.2% | +18.1% |
| 1Y | +1.0% | -65.0% | +66.1% | +21.0% |
| 3Y | +16.3% | -43.9% | +60.2% | +26.4% |
| 5Y | +17.7% | -49.2% | +67.0% | +23.6% |
| 10Y | +195.8% | -9.2% | +205.0% | +210.7% |
| All | +195.8% | -9.2% | +205.0% | +210.7% |
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