+4,837.6%
DE vs FLUT
+2,054.3%
+2,783.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +10.0% | -1.6% | +11.7% | +10.1% |
| 30D | +13.3% | +7.7% | +5.6% | +12.9% |
| 3M | +17.5% | -0.7% | +18.2% | +17.3% |
| 6M | +13.6% | -11.2% | +24.7% | +13.9% |
| YTD | +49.8% | -53.4% | +103.2% | +55.1% |
| 1Y | +47.9% | -65.8% | +113.6% | +55.4% |
| 3Y | +72.5% | -44.9% | +117.5% | +76.0% |
| 5Y | +90.2% | -49.7% | +139.9% | +92.4% |
| 10Y | +865.4% | -9.7% | +875.1% | +850.1% |
| All | +4,837.6% | +2,054.3% | +2,783.3% | +4,470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling