+1,663.9%
FLUT vs DVA
+2,126.9%
-463.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -3.9% |
| 7D | -1.2% | -10.7% | +9.4% | -0.8% |
| 30D | +5.0% | -4.4% | +9.4% | +5.1% |
| 3M | -16.4% | -4.1% | -12.3% | -16.3% |
| 6M | -14.6% | -13.2% | -1.4% | -14.1% |
| YTD | -61.9% | +53.2% | -115.1% | -62.4% |
| 1Y | -65.0% | +40.8% | -105.9% | -65.4% |
| 3Y | -44.8% | +109.7% | -154.6% | -46.4% |
| 5Y | -49.9% | +64.5% | -114.4% | -51.1% |
| 10Y | -26.1% | +192.4% | -218.5% | -28.2% |
| All | +1,663.9% | +2,126.9% | -463.0% | +1,665.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling