-26.8%
FLUT vs DRI
+331.7%
-358.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | +9.3% | +9.7% | -0.4% | +7.8% |
| 3M | -17.5% | +3.2% | -20.7% | -17.9% |
| 6M | -14.6% | +20.6% | -35.2% | -16.9% |
| YTD | -62.3% | +28.3% | -90.5% | -63.7% |
| 1Y | -59.6% | +34.5% | -94.2% | -61.4% |
| 3Y | -45.3% | +66.5% | -111.8% | -49.2% |
| 5Y | -50.4% | +79.6% | -130.1% | -54.7% |
| All | -26.8% | +331.7% | -358.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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