-34.6%
DOW vs FLUT
-42.5%
+7.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | -2.9% | +3.8% | -6.7% | -3.4% |
| 30D | +2.0% | +6.3% | -4.3% | +1.1% |
| 3M | -12.5% | -4.0% | -8.5% | -12.4% |
| 6M | -9.2% | -10.3% | +1.1% | -8.6% |
| YTD | +30.8% | -53.2% | +83.9% | +48.4% |
| 1Y | +29.4% | -65.0% | +94.4% | +55.2% |
| 3Y | -34.6% | -43.9% | +9.3% | -28.1% |
| All | -34.6% | -42.5% | +7.9% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling