+4,744.2%
DE vs FLUT
+1,663.9%
+3,080.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.7% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +4.4% | +5.0% | -0.6% | +4.1% |
| 3M | +9.8% | -16.4% | +26.2% | +10.6% |
| 6M | +15.8% | -14.6% | +30.4% | +16.3% |
| YTD | +47.0% | -61.9% | +108.8% | +53.5% |
| 1Y | +42.8% | -65.0% | +107.8% | +49.7% |
| 3Y | +88.9% | -44.8% | +133.8% | +92.8% |
| 5Y | +101.9% | -49.9% | +151.8% | +104.6% |
| 10Y | +767.5% | -26.1% | +793.6% | +761.3% |
| All | +4,744.2% | +1,663.9% | +3,080.3% | +4,422.8% |
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