+98.2%
DE vs FLUT
-48.5%
+146.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.4% |
| 7D | -3.0% | -2.6% | -0.4% | -2.8% |
| 30D | +11.1% | +5.4% | +5.8% | +10.5% |
| 3M | +17.6% | -10.8% | +28.4% | +18.5% |
| 6M | +13.6% | -9.2% | +22.8% | +14.0% |
| YTD | +46.3% | -53.8% | +100.1% | +58.5% |
| 1Y | +44.2% | -66.0% | +110.2% | +62.0% |
| 3Y | +76.6% | -44.7% | +121.2% | +84.0% |
| 5Y | +98.2% | -50.6% | +148.8% | +98.2% |
| All | +98.2% | -48.5% | +146.7% | +98.2% |
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 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