+1,747.1%
NXPI vs FLUT
+224.0%
+1,523.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.6% |
| 7D | +1.9% | -1.6% | +3.5% | +2.1% |
| 30D | -1.4% | +7.7% | -9.2% | -2.5% |
| 3M | -29.1% | -0.7% | -28.3% | -29.5% |
| 6M | +6.2% | -11.2% | +17.4% | +6.8% |
| YTD | +5.9% | -53.4% | +59.3% | +16.6% |
| 1Y | +2.9% | -65.8% | +68.6% | +18.2% |
| 3Y | +14.5% | -44.9% | +59.4% | +22.5% |
| 5Y | +17.1% | -49.7% | +66.7% | +22.1% |
| 10Y | +193.4% | -9.7% | +203.1% | +198.7% |
| All | +1,747.1% | +224.0% | +1,523.1% | +1,617.7% |
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 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