-63.2%
FLUT vs DGX
+45.0%
-108.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.8% |
| 7D | +4.2% | +4.1% | +0.1% | +3.5% |
| 30D | +8.0% | +10.5% | -2.5% | +6.4% |
| 3M | -22.1% | +9.8% | -31.9% | -23.2% |
| 6M | -21.7% | +34.6% | -56.3% | -24.0% |
| YTD | -62.0% | +49.8% | -111.8% | -63.5% |
| 1Y | -63.2% | +46.0% | -109.2% | -64.5% |
| All | -63.2% | +45.0% | -108.1% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling