+375.3%
DELL vs FLUT
-44.6%
+420.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.1% | -3.5% |
| 7D | -18.1% | -1.5% | -16.7% | -18.0% |
| 30D | -42.9% | +3.4% | -46.3% | -43.4% |
| 3M | -26.9% | -12.5% | -14.4% | -25.6% |
| 6M | +28.8% | -18.5% | +47.2% | +30.9% |
| YTD | +168.4% | -61.6% | +230.1% | +245.2% |
| 1Y | +136.8% | -64.1% | +200.9% | +211.0% |
| 3Y | +375.3% | -44.5% | +419.8% | +467.2% |
| All | +375.3% | -44.6% | +420.0% | +467.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling