-45.3%
FLUT vs DVA
+105.9%
-151.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -0.7% | -8.8% | +8.1% | -0.4% |
| 30D | +9.3% | -3.4% | +12.6% | +9.3% |
| 3M | -17.5% | -2.6% | -14.9% | -17.4% |
| 6M | -14.6% | -11.9% | -2.7% | -13.6% |
| YTD | -62.3% | +53.6% | -115.9% | -61.5% |
| 1Y | -59.6% | +41.9% | -101.5% | -58.6% |
| 3Y | -45.3% | +97.5% | -142.8% | -50.4% |
| All | -45.3% | +105.9% | -151.2% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling