-63.1%
FLUT vs D
+16.5%
-79.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +4.5% | -2.4% | +6.9% | +4.8% |
| 30D | +9.2% | +9.0% | +0.2% | +8.5% |
| 3M | -13.7% | +1.0% | -14.6% | -14.4% |
| 6M | -9.0% | +11.0% | -20.0% | -10.2% |
| YTD | -60.2% | +19.8% | -80.0% | -61.2% |
| 1Y | -63.1% | +16.0% | -79.1% | -63.4% |
| All | -63.1% | +16.5% | -79.6% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling