+1,066.0%
DIA vs FLUT
+1,664.3%
-598.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +0.8% | -6.5% | +7.2% | +1.1% |
| 30D | +1.4% | +2.8% | -1.3% | +1.2% |
| 3M | -2.7% | -13.5% | +10.8% | -2.2% |
| 6M | +6.2% | -19.0% | +25.2% | +6.9% |
| YTD | +10.1% | -61.9% | +72.0% | +14.6% |
| 1Y | +13.0% | -63.2% | +76.2% | +17.8% |
| 3Y | +61.9% | -46.0% | +107.9% | +65.6% |
| 5Y | +57.1% | -51.8% | +108.8% | +59.8% |
| 10Y | +240.9% | -26.1% | +266.9% | +240.8% |
| All | +1,066.0% | +1,664.3% | -598.3% | +1,030.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling