-99.9%
DFNS vs FLUT
-31.0%
-68.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +0.8% | +3.8% | -3.0% | +0.9% |
| 30D | -73.2% | +6.3% | -79.5% | -73.2% |
| 3M | -72.4% | -4.0% | -68.4% | -72.4% |
| 6M | -95.2% | -10.3% | -84.9% | -95.2% |
| YTD | -98.0% | -53.2% | -44.8% | -98.1% |
| 1Y | -98.3% | -65.0% | -33.2% | -98.4% |
| 3Y | -99.9% | -43.9% | -56.0% | -99.9% |
| 5Y | -99.9% | -49.2% | -50.6% | -99.9% |
| All | -99.9% | -31.0% | -68.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling