-23.9%
DIS vs FLUT
-47.0%
+23.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.3% |
| 7D | +0.6% | +4.5% | -3.9% | -0.3% |
| 30D | +10.3% | +9.2% | +1.1% | +8.2% |
| 3M | +15.6% | -13.7% | +29.2% | +18.4% |
| 6M | +15.1% | -9.0% | +24.1% | +15.8% |
| YTD | +6.0% | -60.2% | +66.2% | +26.6% |
| 1Y | +5.7% | -63.1% | +68.8% | +28.3% |
| 3Y | +39.8% | -42.5% | +82.3% | +50.8% |
| 5Y | -23.9% | -47.6% | +23.7% | -23.3% |
| All | -23.9% | -47.0% | +23.1% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling