+16.2%
DIA vs FLUT
-65.6%
+81.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -1.2% | -2.6% | +1.4% | -1.1% |
| 30D | -2.7% | +5.4% | -8.1% | -3.1% |
| 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% | +18.7% |
| 1Y | +16.2% | -66.0% | +82.2% | +27.4% |
| All | +16.2% | -65.6% | +81.7% | +27.4% |
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