+36.3%
DIS vs FLUT
-25.6%
+61.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | +4.4% | -1.5% | +5.9% | +4.6% |
| 30D | +10.3% | +3.4% | +6.9% | +9.7% |
| 3M | +15.5% | -12.5% | +28.0% | +17.3% |
| 6M | +11.2% | -18.5% | +29.7% | +13.5% |
| YTD | +5.6% | -61.6% | +67.2% | +19.7% |
| 1Y | +7.7% | -64.1% | +71.9% | +23.3% |
| 3Y | +39.3% | -44.5% | +83.8% | +48.9% |
| 5Y | -29.5% | -51.3% | +21.8% | -26.3% |
| 10Y | +36.3% | -25.6% | +61.8% | +38.3% |
| All | +36.3% | -25.6% | +61.8% | +38.3% |
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