+2,662.4%
DELL vs FLUT
-26.8%
+2,689.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.0% | -6.2% | -7.1% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | -32.1% | +9.3% | -41.3% | -32.9% |
| 3M | -30.2% | -17.5% | -12.7% | -29.0% |
| 6M | +41.7% | -14.6% | +56.3% | +42.6% |
| YTD | +176.6% | -62.3% | +238.9% | +209.3% |
| 1Y | +159.9% | -59.6% | +219.6% | +187.8% |
| 3Y | +388.0% | -45.3% | +433.3% | +425.5% |
| 5Y | +578.2% | -50.4% | +628.6% | +613.5% |
| All | +2,662.4% | -26.8% | +2,689.2% | +2,921.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling