+235.3%
DIA vs FLUT
-26.1%
+261.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +1.2% | +5.0% | -3.8% | +0.7% |
| 3M | -2.4% | -16.4% | +14.0% | -1.2% |
| 6M | +5.7% | -14.6% | +20.2% | +6.4% |
| YTD | +9.9% | -61.9% | +71.8% | +18.2% |
| 1Y | +9.8% | -65.0% | +74.8% | +18.8% |
| 3Y | +59.8% | -44.8% | +104.6% | +66.4% |
| 5Y | +57.7% | -49.9% | +107.6% | +61.7% |
| All | +235.3% | -26.1% | +261.3% | +241.0% |
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