+55.8%
DELL vs FLUT
-12.4%
+68.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -1.1% |
| 7D | +17.1% | -1.2% | +18.3% | +16.9% |
| 30D | -35.1% | +5.0% | -40.1% | -34.7% |
| 3M | -23.3% | -16.4% | -6.9% | -23.5% |
| 6M | +55.8% | -14.6% | +70.4% | +48.5% |
| All | +55.8% | -12.4% | +68.2% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling