+2,054.3%
FLUT vs D
+613.6%
+1,440.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -1.6% | +0.4% | -2.1% | -1.7% |
| 30D | +7.7% | -3.6% | +11.3% | +8.0% |
| 3M | -0.7% | -1.0% | +0.3% | -0.7% |
| 6M | -11.2% | +6.3% | -17.4% | -11.5% |
| YTD | -53.4% | +14.7% | -68.2% | -53.9% |
| 1Y | -65.8% | +16.9% | -82.7% | -66.1% |
| 3Y | -44.9% | +56.8% | -101.7% | -46.6% |
| 5Y | -49.7% | +5.2% | -54.9% | -50.3% |
| 10Y | -9.7% | +35.9% | -45.6% | -13.3% |
| All | +2,054.3% | +613.6% | +1,440.7% | +1,747.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling