-49.8%
FLUT vs DTE
+46.4%
-96.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +3.4% | -4.1% | -1.1% |
| 30D | +9.3% | +8.9% | +0.4% | +8.1% |
| 3M | -17.5% | +1.1% | -18.5% | -17.7% |
| 6M | -14.6% | +0.1% | -14.7% | -14.8% |
| YTD | -62.3% | +11.1% | -73.3% | -63.0% |
| 1Y | -59.6% | +4.9% | -64.6% | -60.1% |
| 3Y | -45.3% | +58.6% | -103.9% | -49.1% |
| All | -49.8% | +46.4% | -96.2% | -53.9% |
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