+47.0%
DOW vs FLUT
-63.7%
+110.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -9.4% | -6.5% | -3.0% | -9.4% |
| 30D | +8.9% | +2.8% | +6.2% | +8.9% |
| 3M | +6.7% | -13.5% | +20.2% | +6.2% |
| 6M | -14.2% | -19.0% | +4.8% | -14.5% |
| YTD | +36.9% | -61.9% | +98.8% | +40.9% |
| All | +47.0% | -63.7% | +110.7% | +50.9% |
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 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