+252.9%
DXCM vs FLUT
-9.2%
+262.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | -6.2% | +3.8% | -10.0% | -6.7% |
| 30D | -0.3% | +6.3% | -6.6% | -1.2% |
| 3M | +10.3% | -4.0% | +14.4% | +10.7% |
| 6M | +24.1% | -10.3% | +34.4% | +25.3% |
| YTD | +27.4% | -53.2% | +80.5% | +39.0% |
| 1Y | +8.4% | -65.0% | +73.4% | +22.5% |
| 3Y | -19.0% | -43.9% | +24.9% | -14.8% |
| 5Y | -38.6% | -49.2% | +10.7% | -37.8% |
| 10Y | +252.9% | -9.2% | +262.1% | +256.2% |
| All | +252.9% | -9.2% | +262.1% | +256.2% |
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