-51.2%
FLUT vs DTE
+31.2%
-82.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -3.6% | -2.0% | -1.6% | -3.3% |
| 30D | -0.3% | -2.4% | +2.1% | -0.1% |
| 3M | -12.6% | -7.3% | -5.3% | -11.8% |
| 6M | -8.0% | -7.6% | -0.4% | -7.2% |
| YTD | -54.1% | +5.8% | -59.9% | -54.8% |
| 1Y | -66.1% | +2.3% | -68.5% | -66.4% |
| 3Y | -45.0% | +45.0% | -90.0% | -48.4% |
| 5Y | -51.2% | +33.2% | -84.4% | -54.4% |
| All | -51.2% | +31.2% | -82.5% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling