-9.3%
FLUT vs DLTR
+45.3%
-54.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +0.4% | -10.1% | +10.5% | +1.4% |
| 30D | +2.5% | -8.1% | +10.6% | +3.3% |
| 3M | -9.2% | +2.9% | -12.1% | -9.4% |
| 6M | -8.2% | +4.3% | -12.6% | -8.8% |
| YTD | -53.2% | -3.9% | -49.3% | -53.3% |
| 1Y | -65.6% | +18.9% | -84.5% | -66.2% |
| 3Y | -43.6% | +1.9% | -45.5% | -44.8% |
| 5Y | -50.3% | +31.0% | -81.3% | -51.5% |
| All | -9.3% | +45.3% | -54.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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