-51.1%
FLUT vs D
+5.6%
-56.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +7.7% | -2.6% | +10.3% | +8.0% |
| 3M | -0.7% | 0.0% | -0.7% | -0.7% |
| 6M | -11.2% | +7.4% | -18.5% | -11.7% |
| YTD | -53.4% | +15.9% | -69.3% | -54.1% |
| 1Y | -65.8% | +18.1% | -83.9% | -66.3% |
| 3Y | -44.9% | +58.4% | -103.3% | -47.6% |
| All | -51.1% | +5.6% | -56.6% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling