+44.6%
DXCM vs FLUT
-63.1%
+107.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +9.0% | +7.0% |
| 7D | +12.5% | +4.2% | +8.4% | +11.9% |
| 30D | +1.8% | +8.0% | -6.2% | +0.6% |
| 3M | +1.8% | -22.1% | +23.8% | +5.1% |
| 6M | +47.4% | -21.7% | +69.1% | +51.2% |
| YTD | +33.3% | -62.0% | +95.3% | +35.0% |
| 1Y | +44.6% | -63.2% | +107.8% | +46.7% |
| All | +44.6% | -63.1% | +107.8% | +46.7% |
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