-44.6%
FLUT vs DGX
+93.2%
-137.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.4% |
| 7D | -3.6% | -3.5% | -0.1% | -3.2% |
| 30D | -0.3% | -2.7% | +2.3% | 0.0% |
| 3M | -12.6% | +13.9% | -26.5% | -13.8% |
| 6M | -8.0% | +16.0% | -24.0% | -9.4% |
| YTD | -54.1% | +34.9% | -89.0% | -55.5% |
| 1Y | -66.1% | +30.6% | -96.7% | -67.1% |
| All | -44.6% | +93.2% | -137.8% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling