+4,807.3%
DE vs FLUT
+1,675.5%
+3,131.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | +3.3% | -1.5% | +4.7% | +3.3% |
| 30D | +10.7% | +3.4% | +7.3% | +10.5% |
| 3M | +13.1% | -12.5% | +25.6% | +13.7% |
| 6M | +20.2% | -18.5% | +38.7% | +21.0% |
| YTD | +48.9% | -61.6% | +110.5% | +55.4% |
| 1Y | +46.6% | -64.1% | +110.7% | +53.5% |
| 3Y | +91.4% | -44.5% | +135.9% | +95.2% |
| 5Y | +108.1% | -51.3% | +159.4% | +111.2% |
| 10Y | +782.7% | -25.6% | +808.3% | +776.1% |
| All | +4,807.3% | +1,675.5% | +3,131.8% | +4,480.4% |
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