-65.2%
FLUT vs D
+18.4%
-83.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.6% |
| 30D | +7.7% | -2.6% | +10.3% | +7.7% |
| 3M | -0.7% | 0.0% | -0.7% | -0.6% |
| 6M | -11.2% | +7.4% | -18.5% | -11.6% |
| YTD | -53.4% | +15.9% | -69.3% | -53.8% |
| All | -65.2% | +18.4% | -83.7% | -65.3% |
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 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