-26.1%
FLUT vs D
+42.1%
-68.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -6.5% | +0.8% | -7.2% | -6.5% |
| 30D | +2.8% | +10.7% | -7.9% | +2.3% |
| 3M | -13.5% | +2.3% | -15.7% | -13.6% |
| 6M | -19.0% | +12.5% | -31.5% | -19.4% |
| YTD | -61.9% | +20.1% | -82.0% | -62.2% |
| 1Y | -63.2% | +15.6% | -78.8% | -63.5% |
| 3Y | -46.0% | +75.2% | -121.2% | -47.2% |
| 5Y | -51.8% | +14.6% | -66.4% | -52.6% |
| 10Y | -26.1% | +43.8% | -69.8% | -28.7% |
| All | -26.1% | +42.1% | -68.2% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling