+2,054.3%
FLUT vs DTE
+890.2%
+1,164.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +7.7% | -2.6% | +10.3% | +7.9% |
| 3M | -0.7% | -3.9% | +3.2% | -0.5% |
| 6M | -11.2% | -7.9% | -3.2% | -10.7% |
| YTD | -53.4% | +7.2% | -60.6% | -53.7% |
| 1Y | -65.8% | +3.1% | -68.8% | -65.9% |
| 3Y | -44.9% | +47.6% | -92.5% | -46.4% |
| 5Y | -49.7% | +32.7% | -82.4% | -50.8% |
| 10Y | -9.7% | +138.8% | -148.5% | -15.3% |
| All | +2,054.3% | +890.2% | +1,164.1% | +1,647.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling