-51.0%
FLUT vs DECK
+25.8%
-76.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.8% |
| 7D | +4.8% | +6.0% | -1.2% | +3.1% |
| 30D | +8.8% | +7.4% | +1.4% | +6.8% |
| 3M | -10.7% | -11.7% | +1.0% | -8.1% |
| 6M | -19.7% | -11.0% | -8.7% | -17.8% |
| YTD | -61.4% | -15.4% | -46.1% | -60.3% |
| 1Y | -61.6% | +7.2% | -68.9% | -62.9% |
| 3Y | -51.4% | -11.8% | -39.6% | -54.3% |
| 5Y | -51.0% | +24.3% | -75.3% | -64.0% |
| All | -51.0% | +25.8% | -76.8% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling