+694.6%
DELL vs FLUT
-42.5%
+737.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +25.6% | +3.8% | +21.8% | +24.9% |
| 30D | +17.7% | +6.3% | +11.4% | +16.2% |
| 3M | +33.4% | -4.0% | +37.5% | +32.8% |
| 6M | +266.2% | -10.3% | +276.5% | +268.3% |
| YTD | +328.0% | -53.2% | +381.2% | +423.7% |
| 1Y | +339.6% | -65.0% | +404.6% | +489.4% |
| 3Y | +694.6% | -43.9% | +738.5% | +808.7% |
| All | +694.6% | -42.5% | +737.1% | +808.7% |
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