-29.8%
DOW vs FLUT
-53.9%
+24.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -9.5% | -1.1% | -8.4% | -9.4% |
| 30D | +13.1% | +7.7% | +5.4% | +11.9% |
| 3M | +4.8% | -12.2% | +17.0% | +6.2% |
| 6M | -16.7% | -17.6% | +0.9% | -15.3% |
| YTD | +38.9% | -62.0% | +100.9% | +57.5% |
| 1Y | +48.3% | -62.3% | +110.6% | +67.7% |
| 3Y | -24.4% | -52.0% | +27.6% | -17.3% |
| All | -29.8% | -53.9% | +24.1% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling