+551.0%
DELL vs FLUT
-52.8%
+603.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.1% | -3.5% |
| 7D | -18.1% | -1.5% | -16.7% | -17.9% |
| 30D | -42.9% | +3.4% | -46.3% | -43.4% |
| 3M | -26.9% | -12.5% | -14.4% | -25.7% |
| 6M | +28.8% | -18.5% | +47.2% | +31.0% |
| YTD | +168.4% | -61.6% | +230.1% | +221.6% |
| 1Y | +136.8% | -64.1% | +200.9% | +187.8% |
| 3Y | +375.3% | -44.5% | +419.8% | +428.0% |
| 5Y | +551.0% | -51.3% | +602.3% | +569.8% |
| All | +551.0% | -52.8% | +603.8% | +569.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling