+126.0%
DUK vs FLUT
-9.3%
+135.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -2.4% | +2.5% | -5.0% | -2.5% |
| 3M | -3.0% | -9.2% | +6.2% | -3.0% |
| 6M | -6.6% | -8.2% | +1.7% | -6.5% |
| YTD | +4.6% | -53.2% | +57.8% | +5.2% |
| 1Y | +1.2% | -65.6% | +66.8% | +2.2% |
| 3Y | +45.7% | -43.6% | +89.2% | +45.5% |
| 5Y | +40.3% | -50.3% | +90.6% | +39.8% |
| All | +126.0% | -9.3% | +135.3% | +118.8% |
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 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