+0.1%
DOW vs FLUT
+8.9%
-8.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | +13.2% | +9.3% | +3.9% | +12.1% |
| 3M | +10.1% | -17.5% | +27.6% | +11.9% |
| 6M | -13.1% | -14.6% | +1.5% | -12.2% |
| YTD | +46.1% | -62.3% | +108.4% | +60.7% |
| 1Y | +50.0% | -59.6% | +109.7% | +63.7% |
| 3Y | -20.2% | -45.3% | +25.1% | -15.5% |
| 5Y | -27.7% | -50.4% | +22.7% | -25.0% |
| All | +0.1% | +8.9% | -8.8% | +4.6% |
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