+82.3%
DT vs FLUT
-4.7%
+87.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -7.5% | -1.5% | -6.1% | -7.2% |
| 30D | -31.5% | +3.4% | -34.9% | -32.1% |
| 3M | -14.0% | -12.5% | -1.5% | -12.2% |
| 6M | +6.9% | -18.5% | +25.3% | +9.9% |
| YTD | +0.3% | -61.6% | +62.0% | +22.9% |
| 1Y | -6.9% | -64.1% | +57.2% | +15.4% |
| 3Y | -13.9% | -44.5% | +30.6% | -5.5% |
| 5Y | -39.9% | -51.3% | +11.4% | -36.0% |
| All | +82.3% | -4.7% | +87.0% | +70.3% |
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