-10.9%
DOW vs FLUT
+33.3%
-44.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -6.0% | -2.6% | -3.4% | -5.8% |
| 30D | -2.7% | +5.4% | -8.1% | -3.3% |
| 3M | -10.5% | -10.8% | +0.3% | -9.7% |
| 6M | -12.4% | -9.2% | -3.2% | -12.2% |
| YTD | +30.0% | -53.8% | +83.8% | +40.4% |
| 1Y | +27.8% | -66.0% | +93.8% | +42.6% |
| 3Y | -34.9% | -44.7% | +9.7% | -31.4% |
| 5Y | -35.9% | -50.6% | +14.7% | -34.0% |
| All | -10.9% | +33.3% | -44.3% | -8.6% |
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