-98.3%
DFNS vs FLUT
-66.0%
-32.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +0.8% | +3.8% | -3.0% | -1.7% |
| 30D | -73.2% | +6.3% | -79.5% | -74.5% |
| 3M | -72.4% | -4.0% | -68.4% | -73.0% |
| 6M | -95.2% | -10.3% | -84.9% | -95.1% |
| YTD | -98.0% | -53.2% | -44.8% | -97.0% |
| 1Y | -98.3% | -65.0% | -33.2% | -97.1% |
| All | -98.3% | -66.0% | -32.3% | -97.1% |
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