-48.1%
DXCM vs FLUT
-52.1%
+4.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | -0.2% | +9.3% | -9.4% | -2.0% |
| 3M | -8.9% | -17.5% | +8.6% | -6.1% |
| 6M | +42.3% | -14.6% | +56.9% | +45.6% |
| YTD | +25.6% | -62.3% | +87.8% | +48.4% |
| 1Y | +39.5% | -59.6% | +99.2% | +62.6% |
| 3Y | -15.3% | -45.3% | +30.0% | -9.6% |
| All | -48.1% | -52.1% | +4.0% | -47.7% |
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 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