+34.2%
DIS vs FLUT
-26.3%
+60.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +5.2% | -1.1% | +6.3% | +5.3% |
| 30D | +11.5% | +7.7% | +3.7% | +10.1% |
| 3M | +11.5% | -12.2% | +23.7% | +13.2% |
| 6M | +8.9% | -17.6% | +26.4% | +11.0% |
| YTD | +3.4% | -62.0% | +65.4% | +17.4% |
| 1Y | +7.2% | -62.3% | +69.5% | +21.8% |
| 3Y | +43.3% | -52.0% | +95.3% | +55.8% |
| 5Y | -31.4% | -51.8% | +20.3% | -28.3% |
| All | +34.2% | -26.3% | +60.5% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling