+29.2%
DOW vs FLUT
-65.9%
+95.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -3.0% |
| 7D | -2.4% | -1.6% | -0.7% | -2.4% |
| 30D | +0.4% | +7.7% | -7.4% | +0.4% |
| 3M | -14.4% | -0.7% | -13.7% | -14.2% |
| 6M | -7.0% | -11.2% | +4.2% | -6.5% |
| YTD | +30.2% | -53.4% | +83.6% | +41.1% |
| 1Y | +29.2% | -65.8% | +95.0% | +42.5% |
| All | +29.2% | -65.9% | +95.2% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling