-52.9%
FLUT vs DECK
+31.2%
-84.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.0% | -8.3% | -3.9% |
| 7D | +4.2% | +10.4% | -6.2% | +1.5% |
| 30D | +8.0% | +11.1% | -3.1% | +5.1% |
| 3M | -22.1% | -10.8% | -11.3% | -20.0% |
| 6M | -21.7% | -8.7% | -12.9% | -20.3% |
| YTD | -62.0% | -14.0% | -47.9% | -61.0% |
| 1Y | -63.2% | +12.0% | -75.2% | -64.7% |
| 3Y | -52.1% | -10.5% | -41.6% | -55.1% |
| 5Y | -52.9% | +28.5% | -81.4% | -65.7% |
| All | -52.9% | +31.2% | -84.1% | -65.7% |
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