+32.3%
JD vs FLUT
-26.1%
+58.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.6% |
| 7D | -4.0% | -1.2% | -2.8% | -3.9% |
| 30D | +2.7% | +5.0% | -2.4% | +1.6% |
| 3M | -13.0% | -16.4% | +3.4% | -10.8% |
| 6M | -12.7% | -14.6% | +1.9% | -11.3% |
| YTD | -0.8% | -61.9% | +61.1% | +15.3% |
| 1Y | -8.9% | -65.0% | +56.1% | +7.3% |
| 3Y | +17.0% | -44.8% | +61.9% | +24.6% |
| 5Y | -63.5% | -49.9% | -13.6% | -61.9% |
| All | +32.3% | -26.1% | +58.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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