-52.0%
FLUT vs D
+79.5%
-131.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -1.1% | +3.0% | -4.0% | -1.4% |
| 30D | +7.7% | +11.5% | -3.8% | +6.4% |
| 3M | -12.2% | +3.7% | -15.9% | -12.7% |
| 6M | -17.6% | +13.5% | -31.1% | -18.8% |
| YTD | -62.0% | +20.7% | -82.7% | -62.9% |
| 1Y | -62.3% | +18.2% | -80.5% | -63.1% |
| 3Y | -52.0% | +73.3% | -125.3% | -57.8% |
| All | -52.0% | +79.5% | -131.5% | -57.8% |
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