+100.2%
DAL vs FLUT
-52.8%
+153.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.8% | -4.8% |
| 7D | +4.6% | +4.8% | -0.2% | +2.9% |
| 30D | +2.3% | +8.8% | -6.5% | -0.6% |
| 3M | -8.1% | -10.7% | +2.6% | -5.9% |
| 6M | +21.4% | -19.7% | +41.1% | +26.6% |
| YTD | +24.3% | -61.4% | +85.7% | +64.5% |
| 1Y | +47.4% | -61.6% | +109.0% | +94.3% |
| 3Y | +164.6% | -51.4% | +216.0% | +221.3% |
| 5Y | +100.2% | -51.0% | +151.2% | +135.6% |
| All | +100.2% | -52.8% | +153.0% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling