+1,658.1%
FLUT vs D
+643.5%
+1,014.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -1.1% | +3.0% | -4.0% | -1.3% |
| 30D | +7.7% | +11.5% | -3.8% | +7.0% |
| 3M | -12.2% | +3.7% | -15.9% | -12.4% |
| 6M | -17.6% | +13.5% | -31.1% | -18.2% |
| YTD | -62.0% | +20.7% | -82.7% | -62.5% |
| 1Y | -62.3% | +18.2% | -80.5% | -62.7% |
| 3Y | -52.0% | +73.3% | -125.3% | -53.6% |
| 5Y | -51.8% | +12.3% | -64.0% | -52.6% |
| 10Y | -26.3% | +43.4% | -69.7% | -29.5% |
| All | +1,658.1% | +643.5% | +1,014.6% | +1,403.5% |
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