-10.8%
DOW vs FLUT
+34.4%
-45.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -2.8% |
| 7D | -2.4% | -1.6% | -0.7% | -2.2% |
| 30D | +0.4% | +7.7% | -7.4% | -0.5% |
| 3M | -14.4% | -0.7% | -13.7% | -14.6% |
| 6M | -7.0% | -11.2% | +4.2% | -6.5% |
| YTD | +30.2% | -53.4% | +83.6% | +40.5% |
| 1Y | +29.2% | -65.8% | +95.0% | +44.1% |
| 3Y | -36.7% | -44.9% | +8.2% | -33.2% |
| 5Y | -37.7% | -49.7% | +12.0% | -35.9% |
| All | -10.8% | +34.4% | -45.2% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling