+12.1%
DIA vs FLUT
-63.7%
+75.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.8% | -6.5% | +7.2% | +1.2% |
| 30D | +1.4% | +2.8% | -1.3% | +1.2% |
| 3M | -2.7% | -13.5% | +10.8% | -1.9% |
| 6M | +6.2% | -19.0% | +25.2% | +7.1% |
| YTD | +10.1% | -61.9% | +72.0% | +22.5% |
| All | +12.1% | -63.7% | +75.7% | +25.7% |
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