-26.7%
DT vs FLUT
-50.4%
+23.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.1% |
| 7D | -3.3% | -1.6% | -1.7% | -3.0% |
| 30D | +2.0% | +7.7% | -5.7% | -0.4% |
| 3M | +20.0% | -0.7% | +20.7% | +18.5% |
| 6M | +39.3% | -11.2% | +50.4% | +41.4% |
| YTD | +19.8% | -53.4% | +73.2% | +43.6% |
| 1Y | +4.3% | -65.8% | +70.0% | +35.2% |
| 3Y | +7.7% | -44.9% | +52.6% | +19.6% |
| All | -26.7% | -50.4% | +23.7% | -23.8% |
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