+1,106.2%
DELL vs FLUT
-48.5%
+1,154.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.5% |
| 7D | +8.7% | -2.6% | +11.3% | +9.2% |
| 30D | +16.9% | +5.4% | +11.5% | +15.6% |
| 3M | +40.4% | -10.8% | +51.2% | +42.0% |
| 6M | +267.1% | -9.2% | +276.3% | +268.1% |
| YTD | +329.1% | -53.8% | +382.9% | +399.3% |
| 1Y | +346.9% | -66.0% | +412.9% | +456.7% |
| 3Y | +696.6% | -44.7% | +741.3% | +785.1% |
| 5Y | +1,106.2% | -50.6% | +1,156.8% | +1,169.7% |
| All | +1,106.2% | -48.5% | +1,154.7% | +1,169.7% |
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 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