+125.6%
DAL vs FLUT
-25.6%
+151.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +10.7% | -1.5% | +12.2% | +11.0% |
| 30D | +12.5% | +3.4% | +9.1% | +11.6% |
| 3M | +3.6% | -12.5% | +16.1% | +5.9% |
| 6M | +26.7% | -18.5% | +45.2% | +30.2% |
| YTD | +34.3% | -61.6% | +95.9% | +62.0% |
| 1Y | +59.1% | -64.1% | +123.2% | +94.2% |
| 3Y | +179.9% | -44.5% | +224.3% | +214.7% |
| 5Y | +119.1% | -51.3% | +170.4% | +140.6% |
| 10Y | +125.6% | -25.6% | +151.2% | +143.8% |
| All | +125.6% | -25.6% | +151.2% | +143.8% |
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