-5.2%
DASH vs FLUT
-58.5%
+53.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | -6.0% | +7.7% | -13.8% | -8.8% |
| 3M | -15.8% | -12.2% | -3.6% | -12.4% |
| 6M | +7.0% | -17.6% | +24.5% | +12.4% |
| YTD | -20.7% | -62.0% | +41.3% | +10.2% |
| 1Y | -8.5% | -62.3% | +53.7% | +26.5% |
| 3Y | +101.8% | -52.0% | +153.7% | +146.5% |
| 5Y | -9.6% | -51.8% | +42.2% | -3.0% |
| All | -5.2% | -58.5% | +53.3% | +10.2% |
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