+166.6%
DELL vs FLUT
-64.7%
+231.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -1.1% |
| 7D | +17.1% | -1.2% | +18.3% | +17.0% |
| 30D | -35.1% | +5.0% | -40.1% | -34.7% |
| 3M | -23.3% | -16.4% | -6.9% | -23.8% |
| 6M | +55.8% | -14.6% | +70.4% | +53.7% |
| YTD | +198.0% | -61.9% | +259.9% | +236.5% |
| 1Y | +166.6% | -65.0% | +231.6% | +210.6% |
| All | +166.6% | -64.7% | +231.3% | +210.6% |
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