-51.8%
FLUT vs DD
+71.8%
-123.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -1.6% |
| 7D | -6.5% | +9.8% | -16.3% | -9.8% |
| 30D | +2.8% | +19.3% | -16.6% | -3.8% |
| 3M | -13.5% | +9.4% | -22.8% | -16.4% |
| 6M | -19.0% | +4.8% | -23.8% | -21.2% |
| YTD | -61.9% | +30.2% | -92.1% | -66.6% |
| 1Y | -63.2% | +32.2% | -95.5% | -68.0% |
| 3Y | -46.0% | +93.1% | -139.1% | -62.3% |
| 5Y | -51.8% | +68.0% | -119.8% | -66.2% |
| All | -51.8% | +71.8% | -123.5% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling