-43.9%
FLUT vs DECK
-3.0%
-40.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.5% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | +7.7% | -13.6% | +21.3% | +11.2% |
| 3M | -0.7% | -21.2% | +20.5% | +4.4% |
| 6M | -11.2% | -21.1% | +9.9% | -6.9% |
| YTD | -53.4% | -17.2% | -36.2% | -51.9% |
| 1Y | -65.8% | -30.7% | -35.0% | -63.5% |
| All | -43.9% | -3.0% | -40.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 3y: compounded portfolio wealth divided by compounded DECK 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…
3y analysis · Full analysis span regression · 6 months rolling