-38.7%
DOCS vs FLUT
-59.7%
+21.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | +17.4% | +7.7% | +9.7% | +14.5% |
| 3M | +57.4% | -12.2% | +69.5% | +62.1% |
| 6M | +26.5% | -17.6% | +44.1% | +32.2% |
| YTD | -26.6% | -62.0% | +35.4% | -4.8% |
| 1Y | -48.1% | -62.3% | +14.2% | -32.9% |
| 3Y | +52.6% | -52.0% | +104.6% | +78.0% |
| 5Y | -52.1% | -51.8% | -0.3% | -47.9% |
| All | -38.7% | -59.7% | +21.0% | -29.3% |
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