-63.2%
FLUT vs DTE
+5.6%
-68.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.8% | -2.4% |
| 7D | +4.2% | +4.2% | -0.1% | +4.1% |
| 30D | +8.0% | +10.0% | -2.0% | +7.9% |
| 3M | -22.1% | -2.1% | -20.0% | -23.0% |
| 6M | -21.7% | -4.7% | -17.0% | -22.8% |
| YTD | -62.0% | +9.3% | -71.3% | -64.1% |
| 1Y | -63.2% | +6.6% | -69.8% | -63.8% |
| All | -63.2% | +5.6% | -68.7% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling