-10.4%
FLUT vs DG
+102.6%
-113.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.2% |
| 7D | -2.6% | -4.8% | +2.2% | -2.4% |
| 30D | +5.4% | +1.8% | +3.6% | +5.2% |
| 3M | -10.8% | +14.5% | -25.2% | -11.3% |
| 6M | -9.2% | -13.6% | +4.3% | -9.2% |
| YTD | -53.8% | -4.8% | -49.0% | -53.9% |
| 1Y | -66.0% | +21.6% | -87.5% | -66.3% |
| 3Y | -44.7% | +4.5% | -49.1% | -45.0% |
| 5Y | -50.6% | -38.5% | -12.1% | -49.7% |
| 10Y | -10.4% | +102.2% | -112.6% | -8.5% |
| All | -10.4% | +102.6% | -113.0% | -8.5% |
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