-50.6%
FLUT vs DVA
+41.6%
-92.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -2.6% | +2.0% | -4.6% | -2.7% |
| 30D | +5.4% | -0.4% | +5.7% | +5.4% |
| 3M | -10.8% | -7.7% | -3.1% | -10.0% |
| 6M | -9.2% | +20.0% | -29.2% | -9.5% |
| YTD | -53.8% | +61.1% | -114.9% | -55.2% |
| 1Y | -66.0% | +33.9% | -99.8% | -66.4% |
| 3Y | -44.7% | +91.5% | -136.2% | -48.7% |
| 5Y | -50.6% | +41.8% | -92.4% | -50.6% |
| All | -50.6% | +41.6% | -92.2% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling