+65.7%
DIA vs FLUT
-50.4%
+116.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | -0.2% | -1.6% | +1.5% | 0.0% |
| 30D | -1.5% | +7.7% | -9.3% | -2.6% |
| 3M | +3.8% | -0.7% | +4.5% | +3.3% |
| 6M | +10.3% | -11.2% | +21.4% | +11.1% |
| YTD | +12.1% | -53.4% | +65.5% | +22.6% |
| 1Y | +18.6% | -65.8% | +84.4% | +34.7% |
| 3Y | +60.6% | -44.9% | +105.6% | +69.7% |
| All | +65.7% | -50.4% | +116.1% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling