+1,062.5%
DIA vs FLUT
+1,675.5%
-613.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.0% |
| 30D | +1.1% | +3.4% | -2.3% | +0.9% |
| 3M | -2.9% | -12.5% | +9.6% | -2.4% |
| 6M | +5.9% | -18.5% | +24.3% | +6.6% |
| YTD | +9.8% | -61.6% | +71.4% | +14.3% |
| 1Y | +11.7% | -64.1% | +75.8% | +16.6% |
| 3Y | +59.5% | -44.5% | +104.0% | +63.1% |
| 5Y | +57.5% | -51.3% | +108.8% | +60.2% |
| 10Y | +235.9% | -25.6% | +261.5% | +235.7% |
| All | +1,062.5% | +1,675.5% | -613.1% | +1,026.7% |
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 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