-9.3%
FLUT vs DVA
+187.8%
-197.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +0.4% | -1.3% | +1.8% | +0.5% |
| 30D | +2.5% | 0.0% | +2.5% | +2.5% |
| 3M | -9.2% | -10.9% | +1.7% | -8.7% |
| 6M | -8.2% | +17.3% | -25.5% | -8.3% |
| YTD | -53.2% | +59.8% | -113.0% | -54.0% |
| 1Y | -65.6% | +36.3% | -101.8% | -65.9% |
| 3Y | -43.6% | +88.6% | -132.2% | -45.4% |
| 5Y | -50.3% | +47.5% | -97.8% | -51.9% |
| All | -9.3% | +187.8% | -197.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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