+920.3%
DIS vs FLUT
+1,685.4%
-765.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | +5.7% | +4.8% | +0.9% | +5.3% |
| 30D | +12.7% | +8.8% | +3.9% | +11.9% |
| 3M | +15.2% | -10.7% | +25.9% | +15.9% |
| 6M | +17.6% | -19.7% | +37.3% | +18.9% |
| YTD | +3.8% | -61.4% | +65.2% | +10.2% |
| 1Y | +6.8% | -61.6% | +68.4% | +13.4% |
| 3Y | +42.1% | -51.4% | +93.5% | +48.1% |
| 5Y | -31.2% | -51.0% | +19.9% | -29.3% |
| 10Y | +37.6% | -25.2% | +62.8% | +38.6% |
| All | +920.3% | +1,685.4% | -765.1% | +852.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling