+143.3%
DELL vs FLUT
-63.1%
+206.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.3% | -6.5% | -9.1% |
| 7D | -24.6% | +4.2% | -28.7% | -24.2% |
| 30D | -32.5% | +8.0% | -40.5% | -31.9% |
| 3M | -20.2% | -22.1% | +1.9% | -21.4% |
| 6M | +76.5% | -21.7% | +98.2% | +72.6% |
| YTD | +198.9% | -62.0% | +260.9% | +227.1% |
| 1Y | +143.3% | -63.2% | +206.5% | +167.8% |
| All | +143.3% | -63.1% | +206.5% | +167.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling