-26.1%
FLUT vs DG
+105.9%
-132.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -4.0% |
| 7D | -1.2% | -2.5% | +1.3% | -1.1% |
| 30D | +5.0% | +7.7% | -2.7% | +4.6% |
| 3M | -16.4% | +13.1% | -29.5% | -17.0% |
| 6M | -14.6% | +32.0% | -46.6% | -15.7% |
| YTD | -61.9% | +3.3% | -65.2% | -62.1% |
| 1Y | -65.0% | +31.7% | -96.7% | -65.6% |
| 3Y | -44.8% | +21.7% | -66.5% | -45.6% |
| 5Y | -49.9% | -34.7% | -15.2% | -49.2% |
| All | -26.1% | +105.9% | -132.0% | -24.7% |
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