+36.6%
DIS vs FLUT
-26.1%
+62.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +2.0% |
| 7D | +5.3% | -6.5% | +11.8% | +6.3% |
| 30D | +10.2% | +2.8% | +7.5% | +9.7% |
| 3M | +13.5% | -13.5% | +27.0% | +15.5% |
| 6M | +11.1% | -19.0% | +30.1% | +13.5% |
| YTD | +5.5% | -61.9% | +67.4% | +19.7% |
| 1Y | +9.1% | -63.2% | +72.4% | +24.4% |
| 3Y | +36.0% | -46.0% | +82.0% | +45.9% |
| 5Y | -29.8% | -51.8% | +21.9% | -26.6% |
| 10Y | +36.6% | -26.1% | +62.7% | +38.8% |
| All | +36.6% | -26.1% | +62.7% | +38.8% |
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