+27.8%
DOW vs FLUT
-65.6%
+93.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -6.0% | -2.6% | -3.4% | -6.0% |
| 30D | -2.7% | +5.4% | -8.1% | -2.7% |
| 3M | -10.5% | -10.8% | +0.3% | -10.7% |
| 6M | -12.4% | -9.2% | -3.2% | -12.2% |
| YTD | +30.0% | -53.8% | +83.8% | +39.9% |
| 1Y | +27.8% | -66.0% | +93.8% | +40.2% |
| All | +27.8% | -65.6% | +93.4% | +40.2% |
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