-44.5%
FLUT vs D
+74.2%
-118.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.5% | +2.4% | -3.8% | -1.7% |
| 30D | +3.4% | +10.9% | -7.5% | +2.4% |
| 3M | -12.5% | +2.8% | -15.3% | -12.9% |
| 6M | -18.5% | +12.7% | -31.2% | -19.4% |
| YTD | -61.6% | +20.3% | -82.0% | -62.4% |
| 1Y | -64.1% | +17.1% | -81.2% | -64.7% |
| 3Y | -44.5% | +75.1% | -119.6% | -49.2% |
| All | -44.5% | +74.2% | -118.6% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling