+404.2%
DXCM vs FLUT
-26.3%
+430.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.4% | -5.8% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | -5.8% | +7.7% | -13.5% | -6.8% |
| 3M | -4.3% | -12.2% | +7.8% | -3.1% |
| 6M | +31.6% | -17.6% | +49.1% | +34.4% |
| YTD | +19.6% | -62.0% | +81.7% | +34.0% |
| 1Y | +36.9% | -62.3% | +99.1% | +53.0% |
| 3Y | -16.3% | -52.0% | +35.7% | -10.1% |
| 5Y | -50.0% | -51.8% | +1.7% | -48.5% |
| All | +404.2% | -26.3% | +430.5% | +429.9% |
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