-95.4%
DFNS vs FLUT
-12.7%
-82.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.6% | +9.1% | +11.5% |
| 7D | -13.0% | +4.5% | -17.5% | -14.2% |
| 30D | -56.9% | +9.2% | -66.1% | -58.1% |
| 3M | -93.2% | -13.7% | -79.6% | -92.7% |
| 6M | -95.4% | -9.0% | -86.4% | -94.6% |
| All | -95.4% | -12.7% | -82.7% | -94.6% |
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