+110.9%
DT vs FLUT
+16.4%
+94.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -4.9% | +3.8% | -8.7% | -5.8% |
| 30D | +2.7% | +6.3% | -3.6% | +0.8% |
| 3M | +20.0% | -4.0% | +24.0% | +19.7% |
| 6M | +28.0% | -10.3% | +38.3% | +29.5% |
| YTD | +16.0% | -53.2% | +69.2% | +36.5% |
| 1Y | +0.7% | -65.0% | +65.8% | +26.5% |
| 3Y | +6.2% | -43.9% | +50.1% | +16.4% |
| 5Y | -28.1% | -49.2% | +21.1% | -24.3% |
| All | +110.9% | +16.4% | +94.5% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling