-22.9%
FLUT vs DG
+111.9%
-134.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +4.5% | -3.0% | +7.5% | +4.7% |
| 30D | +9.2% | +8.6% | +0.6% | +8.7% |
| 3M | -13.7% | +15.0% | -28.7% | -14.3% |
| 6M | -9.0% | +32.7% | -41.7% | -10.3% |
| YTD | -60.2% | +5.5% | -65.8% | -60.6% |
| 1Y | -63.1% | +34.6% | -97.7% | -63.7% |
| 3Y | -42.5% | +24.2% | -66.7% | -43.3% |
| 5Y | -47.6% | -32.3% | -15.3% | -46.9% |
| 10Y | -22.9% | +111.1% | -134.0% | -23.2% |
| All | -22.9% | +111.9% | -134.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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