-0.1%
DT vs FLUT
-65.6%
+65.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -0.5% | -2.6% | +2.1% | -0.1% |
| 30D | +0.1% | +5.4% | -5.3% | -1.1% |
| 3M | +24.1% | -10.8% | +34.9% | +25.7% |
| 6M | +30.1% | -9.2% | +39.3% | +30.5% |
| YTD | +16.8% | -53.8% | +70.6% | +28.0% |
| 1Y | -0.1% | -66.0% | +65.9% | +13.7% |
| All | -0.1% | -65.6% | +65.5% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling