-26.1%
FLUT vs DRI
+370.8%
-396.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.1% |
| 7D | -6.5% | +3.1% | -9.6% | -6.9% |
| 30D | +2.8% | +16.2% | -13.5% | +0.6% |
| 3M | -13.5% | +8.4% | -21.8% | -14.5% |
| 6M | -19.0% | +19.0% | -38.0% | -21.0% |
| YTD | -61.9% | +28.8% | -90.7% | -63.3% |
| 1Y | -63.2% | +33.1% | -96.4% | -64.8% |
| 3Y | -46.0% | +70.8% | -116.8% | -50.0% |
| 5Y | -51.8% | +74.2% | -126.0% | -55.8% |
| 10Y | -26.1% | +345.5% | -371.6% | -25.9% |
| All | -26.1% | +370.8% | -396.8% | -25.9% |
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