+251.0%
DIA vs FLUT
-10.4%
+261.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.6% |
| 7D | -1.2% | -2.6% | +1.4% | -1.0% |
| 30D | -2.7% | +5.4% | -8.1% | -3.2% |
| 3M | +3.3% | -10.8% | +14.0% | +4.0% |
| 6M | +10.4% | -9.2% | +19.6% | +10.8% |
| YTD | +10.0% | -53.8% | +63.8% | +16.6% |
| 1Y | +16.2% | -66.0% | +82.2% | +26.1% |
| 3Y | +58.7% | -44.7% | +103.4% | +64.9% |
| 5Y | +63.6% | -50.6% | +114.2% | +66.4% |
| 10Y | +251.0% | -10.4% | +261.5% | +251.5% |
| All | +251.0% | -10.4% | +261.5% | +251.5% |
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 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