+2,054.3%
FLUT vs D
+613.6%
+1,440.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +7.7% | -2.6% | +10.3% | +7.9% |
| 3M | -0.7% | 0.0% | -0.7% | -0.7% |
| 6M | -11.2% | +7.4% | -18.5% | -11.6% |
| YTD | -53.4% | +15.9% | -69.3% | -53.9% |
| 1Y | -65.8% | +18.1% | -83.9% | -66.1% |
| 3Y | -44.9% | +58.4% | -103.3% | -46.6% |
| 5Y | -49.7% | +5.2% | -54.9% | -50.3% |
| 10Y | -9.7% | +35.9% | -45.6% | -13.3% |
| All | +2,054.3% | +613.6% | +1,440.7% | +1,747.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling