+4,681.2%
DELL vs FLUT
-9.7%
+4,691.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.7% |
| 7D | +14.9% | -1.6% | +16.5% | +15.2% |
| 30D | +13.3% | +7.7% | +5.5% | +12.2% |
| 3M | +24.4% | -0.7% | +25.1% | +23.5% |
| 6M | +258.0% | -11.2% | +269.2% | +259.7% |
| YTD | +320.2% | -53.4% | +373.6% | +360.4% |
| 1Y | +319.1% | -65.8% | +384.8% | +378.2% |
| 3Y | +706.5% | -44.9% | +751.5% | +764.4% |
| 5Y | +1,071.9% | -49.7% | +1,121.6% | +1,114.5% |
| 10Y | +4,683.5% | -9.7% | +4,693.2% | +5,007.7% |
| All | +4,681.2% | -9.7% | +4,691.0% | +5,005.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling