+102.9%
DAL vs FLUT
-50.5%
+153.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.6% |
| 7D | +8.8% | -1.1% | +9.9% | +9.0% |
| 30D | +5.4% | +7.7% | -2.3% | +2.7% |
| 3M | -4.9% | -12.2% | +7.2% | -2.2% |
| 6M | +19.8% | -17.6% | +37.4% | +23.9% |
| YTD | +27.0% | -62.0% | +89.0% | +68.8% |
| 1Y | +52.5% | -62.3% | +114.7% | +102.0% |
| 3Y | +173.8% | -52.0% | +225.8% | +233.6% |
| All | +102.9% | -50.5% | +153.4% | +136.3% |
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