+2,030.0%
NXPI vs FLUT
+167.0%
+1,863.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -0.5% | -1.5% | +1.0% | -0.3% |
| 30D | +15.0% | +3.4% | +11.5% | +14.3% |
| 3M | +12.6% | -12.5% | +25.0% | +14.0% |
| 6M | -10.6% | -18.5% | +7.9% | -9.3% |
| YTD | +22.1% | -61.6% | +83.7% | +37.5% |
| 1Y | +29.8% | -64.1% | +93.9% | +47.4% |
| 3Y | +47.8% | -44.5% | +92.2% | +58.4% |
| 5Y | +33.9% | -51.3% | +85.1% | +41.5% |
| 10Y | +208.7% | -25.6% | +234.3% | +221.4% |
| All | +2,030.0% | +167.0% | +1,863.0% | +1,925.4% |
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