+104.3%
DAL vs FLUT
-26.8%
+131.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +12.8% | +9.3% | +3.6% | +10.6% |
| 3M | -5.3% | -17.5% | +12.2% | -2.0% |
| 6M | +22.4% | -14.6% | +37.0% | +24.5% |
| YTD | +25.6% | -62.3% | +87.9% | +52.1% |
| 1Y | +45.5% | -59.6% | +105.1% | +73.6% |
| 3Y | +161.0% | -45.3% | +206.3% | +194.4% |
| 5Y | +112.2% | -50.4% | +162.7% | +133.2% |
| All | +104.3% | -26.8% | +131.1% | +120.6% |
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