-41.1%
DIS vs FLUT
-50.4%
+9.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | -2.6% | -1.6% | -0.9% | -2.3% |
| 30D | +3.5% | +7.7% | -4.3% | +1.8% |
| 3M | +6.8% | -0.7% | +7.5% | +6.2% |
| 6M | +3.0% | -11.2% | +14.1% | +4.3% |
| YTD | -6.7% | -53.4% | +46.7% | +8.2% |
| 1Y | -10.1% | -65.8% | +55.7% | +11.0% |
| 3Y | +33.0% | -44.9% | +78.0% | +45.1% |
| All | -41.1% | -50.4% | +9.3% | -41.3% |
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