+16.1%
NXPI vs FLUT
-48.5%
+64.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.1% |
| 7D | -2.3% | -2.6% | +0.3% | -1.7% |
| 30D | -4.3% | +5.4% | -9.7% | -5.8% |
| 3M | -24.7% | -10.8% | -13.9% | -23.4% |
| 6M | +9.7% | -9.2% | +19.0% | +10.1% |
| YTD | +3.8% | -53.8% | +57.6% | +25.3% |
| 1Y | +1.6% | -66.0% | +67.6% | +33.4% |
| 3Y | +16.0% | -44.7% | +60.7% | +30.2% |
| 5Y | +16.1% | -50.6% | +66.7% | +24.0% |
| All | +16.1% | -48.5% | +64.6% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling