+2,067.0%
FLUT vs DGX
+1,113.1%
+953.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +6.3% | -1.2% | +7.5% | +6.4% |
| 3M | -4.0% | +19.9% | -24.0% | -5.2% |
| 6M | -10.3% | +19.2% | -29.5% | -11.4% |
| YTD | -53.2% | +37.5% | -90.7% | -54.2% |
| 1Y | -65.0% | +31.3% | -96.3% | -65.7% |
| 3Y | -43.9% | +96.6% | -140.5% | -46.6% |
| 5Y | -49.2% | +64.3% | -113.5% | -51.3% |
| 10Y | -9.2% | +241.1% | -250.3% | -16.8% |
| All | +2,067.0% | +1,113.1% | +953.8% | +1,747.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling