-25.6%
FLUT vs DD
+100.9%
-126.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -1.5% | +2.2% | -3.7% | -1.9% |
| 30D | +3.4% | +20.7% | -17.3% | -0.2% |
| 3M | -12.5% | +11.3% | -23.8% | -14.3% |
| 6M | -18.5% | +6.0% | -24.4% | -19.7% |
| YTD | -61.6% | +31.7% | -93.3% | -64.0% |
| 1Y | -64.1% | +32.2% | -96.3% | -66.3% |
| 3Y | -44.5% | +92.7% | -137.1% | -52.1% |
| 5Y | -51.3% | +72.1% | -123.4% | -58.2% |
| 10Y | -25.6% | +99.7% | -125.2% | -28.8% |
| All | -25.6% | +100.9% | -126.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling