+1,087.0%
DIA vs FLUT
+2,054.3%
-967.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.4% |
| 7D | -0.2% | -1.6% | +1.5% | -0.1% |
| 30D | -1.5% | +7.7% | -9.3% | -1.9% |
| 3M | +3.8% | -0.7% | +4.5% | +3.6% |
| 6M | +10.3% | -11.2% | +21.4% | +10.6% |
| YTD | +12.1% | -53.4% | +65.5% | +15.7% |
| 1Y | +18.6% | -65.8% | +84.4% | +24.1% |
| 3Y | +60.6% | -44.9% | +105.6% | +64.0% |
| 5Y | +64.4% | -49.7% | +114.1% | +66.5% |
| 10Y | +250.1% | -9.7% | +259.8% | +247.1% |
| All | +1,087.0% | +2,054.3% | -967.3% | +1,041.2% |
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