-99.7%
DFNS vs FLUT
-64.7%
-35.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.1% | -15.2% | -17.2% |
| 7D | -12.7% | -1.2% | -11.5% | -11.4% |
| 30D | -65.2% | +5.0% | -70.2% | -66.0% |
| 3M | -94.6% | -16.4% | -78.1% | -94.0% |
| 6M | -96.2% | -14.6% | -81.7% | -96.1% |
| YTD | -99.6% | -61.9% | -37.7% | -99.3% |
| 1Y | -99.7% | -65.0% | -34.7% | -99.5% |
| All | -99.7% | -64.7% | -35.0% | -99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling