+128.1%
DAL vs FLUT
-26.1%
+154.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.2% |
| 7D | +10.0% | -6.5% | +16.5% | +11.5% |
| 30D | +12.0% | +2.8% | +9.3% | +11.2% |
| 3M | +0.8% | -13.5% | +14.2% | +3.2% |
| 6M | +26.2% | -19.0% | +45.2% | +29.9% |
| YTD | +33.7% | -61.9% | +95.6% | +61.5% |
| 1Y | +57.6% | -63.2% | +120.8% | +91.3% |
| 3Y | +183.5% | -46.0% | +229.5% | +220.3% |
| 5Y | +114.2% | -51.8% | +165.9% | +135.5% |
| 10Y | +128.1% | -26.1% | +154.2% | +147.0% |
| All | +128.1% | -26.1% | +154.2% | +147.0% |
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