+210.0%
NXPI vs FLUT
-11.0%
+221.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.7% | -3.6% | +4.2% | +1.3% |
| 30D | -4.2% | -0.3% | -3.9% | -4.3% |
| 3M | -20.4% | -12.6% | -7.8% | -19.2% |
| 6M | +12.5% | -8.0% | +20.5% | +12.5% |
| YTD | +5.2% | -54.1% | +59.3% | +19.9% |
| 1Y | +5.1% | -66.1% | +71.2% | +26.5% |
| 3Y | +17.7% | -45.0% | +62.7% | +28.3% |
| 5Y | +16.8% | -51.2% | +68.1% | +23.3% |
| All | +210.0% | -11.0% | +221.0% | +227.0% |
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 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