-10.4%
FLUT vs DD
+64.9%
-75.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.9% |
| 7D | -2.6% | -3.8% | +1.2% | -1.9% |
| 30D | +5.4% | -9.2% | +14.6% | +7.2% |
| 3M | -10.8% | -9.0% | -1.8% | -9.5% |
| 6M | -9.2% | -5.0% | -4.3% | -9.0% |
| YTD | -53.8% | +7.4% | -61.2% | -54.9% |
| 1Y | -66.0% | +35.1% | -101.1% | -68.4% |
| 3Y | -44.7% | +43.2% | -87.9% | -49.7% |
| 5Y | -50.6% | +59.6% | -110.2% | -56.2% |
| 10Y | -10.4% | +66.5% | -76.9% | -13.4% |
| All | -10.4% | +64.9% | -75.4% | -13.4% |
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